A probabilistic proof and applications of Wiener's test for the heat operator (Q1124218): Difference between revisions

The author studies a thinness criterion for the coparabolic operator \(2^{-1}\Delta +\partial /\partial t\), which is a precise analogue of the Wiener criterion for the Laplacian. He considers the coparabolic (heat) balls \[ B(a):=\{(t,x)\in {\mathbb{R}}^{N+1}:\quad g(t,x)>(2\pi a)^{-N/2}\}\quad for\quad a>0, \] where g denotes the Green density of space-time Brownian motion started at the origin. Let for \(A\subset {\mathbb{R}}^{N+1}\) and \(m\in {\mathbb{Z}}\), \(A_ m\) denote the intersection of A with the shells \(B(2^{m+1})\setminus B(2^ m)\). Then for an analytic set A in the half space \([0,\infty)\times {\mathbb{R}}^ N\) the criterion reads as follows: A is thin at 0 if and only if the series \(\sum_{n\geq 0}P_{A_{-n}}1(0)\) of hitting probabilities converges, or equivalently if the series \(\sum_{n\geq 0}2^{Nn/2}Cap(A_{-n})\) (involving the capacity of \(A_{-n})\) converges. The analogous statements for the sets \(A_ n\) \((n\in {\mathbb{N}}_ 0)\) characterize (coparabolic) minimal thinness at the Martin boundary point corresponding to the extremal harmonic function 1. The author gives ``relatively simple'' probabilistic proofs for these results. The analytic part of the characterization of thinness at 0 had been established by Evans and Gariepy (as quoted in the paper) by potential theoretic methods. As applications the author obtains a strengthened version of Kolmogorov's test for thinness and of Dvoretzky-Erdős' or Spitzer's test for minimal thinness. In connection with the author's results a paper by \textit{L. Stoica} [Stud. Cercet. Mat. 38, 382-391 (1986; Zbl 0643.60058)] should be mentioned. There are given general criteria for (minimal) thinness in the framework of nice Hunt processes specialized in particular to space-time Brownian motion; the results obtained by Stoica are related to the author's work. Furthermore, the paper by \textit{H. Hueber}, Math. Z. 190, 527-542 (1985; Zbl 0585.31004), where thinness criteria within the framework of abstract potential theory are discussed, might be of interest.