"Brownian motion"의 두 판 사이의 차이

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* [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>
 
** Michael J. Kozdron, 2005
 
** 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.
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*  The dimension of the planar Brownian frontier is 4/3<br>
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** G. F. Lawler, O. Schramm, and W. Werner., 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>
 
** [[Wendelin Werner]], 2000<br>
 
** [[Wendelin Werner]], 2000<br>

2010년 10월 21일 (목) 16:25 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

 

 

heat equation and Brownian motion

 

 

Wiener process
  • synonym with Brown motion
  • example of a Levy process

 

 

 

Mandelbrot conjecture
  • the Hausdorff dimension of the outer boundary of a planar Brownian motion equals 4=3
  • fractal dimension of the frontier of a two dimensional Browninan path is 4/3
  • Schramm–Loewner evolution (SLE)

 

 

 

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