Brownian beads

• 成果类型: Article
• 署名作者: Virág, B
• 署名单位: Massachusetts Institute of Technology (MIT)
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/s00440-003-0289-8
• 发表日期: 2003
• 页码: 367-387
• 关键词: lifetime; motion

摘要

We show that the past and future of half-plane Brownian motion at certain cutpoints are independent of each other after a conformal transformation. Like in Ito's excursion theory, the pieces between cutpoints form a Poisson process with respect to a local time. The size of the path as a function of this local time is a stable subordinator whose index is given by the exponent of the probability that a stretch of the path has no cutpoint. The index is computed and equals 1/2.