"Brownian motion"의 두 판 사이의 차이

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68번째 줄: 68번째 줄:
 
<h5>expositions and lecture notes</h5>
 
<h5>expositions and lecture notes</h5>
  
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* [http://research.microsoft.com/en-us/um/people/schramm/memorial/talk-CDM.ps Scaling Limits of Random Processes and the Outer Boundary of Planar Brownian Motion (2000)]
 
* http://www.thehcmr.org/issue2_2/stats_corner.pdf
 
* http://www.thehcmr.org/issue2_2/stats_corner.pdf
 
* [http://stat-www.berkeley.edu/%7Eperes/bmall.pdf An Invitation to Sample Paths of Brownian Motion]
 
* [http://stat-www.berkeley.edu/%7Eperes/bmall.pdf An Invitation to Sample Paths of Brownian Motion]
79번째 줄: 80번째 줄:
  
 
* [http://arxiv.org/abs/math/0506337 On the scaling limit of simple random walk excursion measure in the plane]<br>
 
* [http://arxiv.org/abs/math/0506337 On the scaling limit of simple random walk excursion measure in the plane]<br>
** 2005
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** Michael J. Kozdron, 2005
 
* G. F. Lawler, O. Schramm, and W. Werner. The dimension of the planar Brownian frontier is 4/3. Math. Res. Lett., 8:401–411, 2001.
 
* G. F. Lawler, O. Schramm, and W. Werner. The dimension of the planar Brownian frontier is 4/3. Math. Res. Lett., 8:401–411, 2001.
 
* [http://arxiv.org/abs/math/0007042 Critical exponents, conformal invariance and planar Brownian motion]<br>
 
* [http://arxiv.org/abs/math/0007042 Critical exponents, conformal invariance and planar Brownian motion]<br>

2010년 10월 19일 (화) 13:52 판

introduction
  • scaling limit of a random walk on a two dimensional grid
    • the limit of random walk as the time and space increments go to zero.
  • Mandelbrot conjecture
  • fractal dimension of the frontier of a two dimensional Browninan path is 4/3

 

 

Wiener process

 

 

Mandelbrot conjecture

 

 

 

 

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