On the convex hull of a Brownian excursion with parabolic drift
The solutions of Burgers equation with white noise initial velocity are closely connected to the convex hull of a Brownian excursion with parabolic drift . We derive from the law of the minimum [sigma] and the location [eta] of the minimum of s|->2es/s(1-s) a complete description of the convex hull . As an application, we determine the statistical properties of the Burgers turbulence on the circle.
Year of publication: |
2003
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Authors: | Giraud, Christophe |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 106.2003, 1, p. 41-62
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Publisher: |
Elsevier |
Keywords: | Brownian excursion Convex hull Burgers turbulence Fragmentation |
Saved in:
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