The exact packing measure of Brownian double points (Q957724): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Exact packing dimension in random recursive constructions / rank
 
Normal rank
Property / cites work
 
Property / cites work: The multifractal spectrum of Brownian intersection local times / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on the Borel-Cantelli lemma / rank
 
Normal rank
Property / cites work
 
Property / cites work: Brownian intersection local times: Upper tail asymptotics and thick points / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hausdorff dimension of cut points for Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: The dimension of the frontier of planar Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4215728 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Values of Brownian intersection exponents. I: Half-plane exponents / rank
 
Normal rank
Property / cites work
 
Property / cites work: Values of Brownian intersection exponents. II: Plane exponents / rank
 
Normal rank
Property / cites work
 
Property / cites work: Values of Brownian intersection exponents. III: Two-sided exponents / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3756257 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3756258 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Small value probabilities via the branching tree heuristic / rank
 
Normal rank
Property / cites work
 
Property / cites work: Small scale limit theorems for the intersection local times of Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: The measure theory of random fractals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Packing Measure, and its Evaluation for a Brownian Path / rank
 
Normal rank
Property / cites work
 
Property / cites work: Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I / rank
 
Normal rank

Latest revision as of 21:44, 28 June 2024

scientific article
Language Label Description Also known as
English
The exact packing measure of Brownian double points
scientific article

    Statements

    The exact packing measure of Brownian double points (English)
    0 references
    0 references
    0 references
    1 December 2008
    0 references
    The paper is devoted to the investigations of the packing measure of the doubling points in \(\mathbb{R}^3\). The first main result of the paper states that if \(\xi=\xi_3(2,2)\) is the intersection exponent of two packets of two independent Brownian motions, then a.s. the \(\phi\)-packing measure of a set \(D\) is zero if \[ \int_{0+}^\infty r^{-1-\xi}\phi^\xi(r)~dr<\infty, \] and infinity otherwise. Let \(l_{\vec{t}}(U)\), \(U\subset \mathbb{R}^d\), \(d=2,3\), be the intersection local time of two unions of paths \(\mathcal{B}^{(1)}(t^{(1)},\dots,t^{(M)})\) and \(\mathcal{B}^{(2)}(t^{(M+1)},\dots,t^{(M+N)})\). Here the paths are taken up to the time \(\vec{t}=(t^{(1)},\dots,t^{(M+N)})\). The second main result of the paper is that the probability \(P(l_{\vec{t}} (U)<a)\) is equivalent to \(a^{\frac{\xi}{4-d}}\) for all \(a\in (0,1)\). The proof is relied on the ``branching tree heuristics'' [see also \textit{P. Mörters} and \textit{M. Ortgiese}, Bernoulli 14, No. 1, 277--299 (2008; Zbl 1163.60040)], which describes the strategy how the Brownian path achieves the event \(\{l_{\vec{t}}\}\).
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Brownian motion
    0 references
    self-intersections
    0 references
    intersection local time
    0 references
    Wiener sausage
    0 references
    lower tail asymptotics
    0 references
    intersection exponent
    0 references
    packing measure
    0 references
    packing gauge
    0 references
    0 references