Inbook,

The Brownian forest

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volume 1875 of Lecture Notes in Mathematics, chapter 8, page 143--175. Springer-Verlag, (2006)

Abstract

The Harris correspondence between random walks and random trees, reviewed in Section 6.3, suggests that a continuous path be regarded as encoding some kind of infinite tree, with each upward excursion of the path corresponding to a subtree. Thisidea has been developed and applied in various ways by Neveu- Pitman 324, 323, Aldous 5, 6, 7 and Le Gall 271, 272, 273,275. This chapter reviews this circle of ideas, with emphasis on how the Brownian forest can be grown to explore finer andfiner oscillations of the Brownian path, and how this forest growth process is related to Williams’ path decompositions ofBrownian motion at the time of a maximum or minimum.

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