Curvature of the convex hull of planar Brownian motion near its minimum point (Q910813): Difference between revisions

For a 2-dimensional Brownian motion \(X=(X_ 1,X_ 2)\) a.s. there exists a unique \(t_ 0\in (0,1)\) such that \(X_ 1(t_ 0)=\min (X_ 2(t)\), \(t\in (0,1))\). Let C denote the closed convex hull of X([0,1]). The boundary of a translated convex hull \(C-X(t_ 0)\) is a \(C^ 1\)-curve and is represented locally near 0 by the graph (X,f(x); \(x\in R^ 1)\) of a random nonnegative \(C^ 1\)-function \(f:R^ 1\to R^ 1\), \(f(0)=0\). Denote \(\phi (x)=| x| | \log | x| |^{-1}\). The author proves \((i)\quad \limsup_{x\to 0}f(x)/\phi (x)=\infty \quad a.s.,(ii)\quad \limsup_{x\to 0}[f(x)/(\phi (x)\log | \log | x| |)]\leq \pi \quad a.s.,\)and for every neighbourhood U of 0 in \(R^ 1\int_{U}f(x)x^{-2}dx=\infty \quad a.s.\liminf_{x\to 0}\) of similar ratios are considered as well.