Cut Times for Brownian Motion and Random Walk

Gregory F. Lawler

submitted to Proceedings of Conference in Memory of Paul Erdos, July, 1999, Budapest, Hungary.

A cut time for a Brownian motion or a random walk is a time at which the past and the future of the process to not intersect. In this paper we review the work of Erdos on cut times and discuss more recent work on in this area.

DVI file, PDF file