Hausdorff and packing measures of the level sets of iterated Brownian motion (Q1295849): Difference between revisions

Iterated Brownian motion is defined as \(Z(t)=X(Y(t))\) where \(X\) and \(Y\) are independent (two-sided) Brownian motions. The exact Hausdorff dimension gauge of the level sets of iterated Bronwian motion is determined to be \(\varphi(x)=x^{3/4}[\log\log(1/x)]^{3/4}\). This result generalizes earlier work of \textit{K. Burdzy} and \textit{D. Khoshnevisan} [in: Séminaire de probabilités XXIX. Lect. Notes Math. 1613, 231-236 (1995; Zbl 0853.60061)]. The paper also contains a slightly less precise result about the packing gauge of the level sets. The proofs rely on an accurate analysis of the local times.