On the distribution of bubbles of the Brownian sheet (Q1897162): Difference between revisions

Let \(W\) be a real-valued two-parameter Brownian sheet. A set \(B \subset R^2_+\) is called a bubble if the interior of \(B\) is nonempty, \(W(s,t) = 0\) for \((s,t) \in \partial B\) and \(|W(s,t) |> 0\) for \((s,t) \in \text{int }B\). Let \(N(t,h)\) be the total number of bubbles of \(W\) in \([0,t]^2\), whose maximum height is greater than \(h\). It is shown that for each \(t > 0\), \(\ln N(t,h)/\ln h^{-1} \to 3\) as \(h \to 0\) with probability 1 and for each \(h > 0\), \(\ln N(t,h)/\ln t \to 3\) as \(t \to \infty\) with probability 1.