On the convex hull of a Brownian excursion with parabolic drift. (Q2574575)

Let \(e\) be a Brownian excursion of duration \(1\). The objective of the present paper is to study the convex minorant of the process \(e(s)+as^2/2\) on \([0,1]\) from the statistical point of view, and to apply the obtained results to characterize statistical properties of the entropic solutions of the Burgers turbulence equation \(\partial _tu+u\partial _xu=0\) with \(1\)-periodic white noise initial condition. In fact, the lower envelope of the convex hull of the trajectory \(s\mapsto e(s)+as^2/2\) is almost surely piecewise linear and the densities of the laws of various quantities depending on its abscissae, edges and slopes of pieces of lines can be explicitly described. Finally, the above results are applied to Burgers turbulence on the circle.