Values of Brownian intersection exponents. II: Plane exponents

DOI10.1007/BF02392619zbMath0993.60083arXivmath/0003156OpenAlexW2120645838MaRDI QIDQ5960880

Wendelin Werner, Gregory F. Lawler, Oded Schramm

Publication date: 15 September 2002

Published in: Acta Mathematica (Search for Journal in Brave)

Abstract: We derive the exact value of intersection exponents between planar Brownian motions or random walks, confirming predictions from theoretical physics by Duplantier and Kwon. Let B and B' be independent Brownian motions (or simple random walks) in the plane, started from distinct points. We prove that the probability that the paths B[0,t] and B'[0,t] do not intersect decays like t^{-5/8}. More precisely, there is a constant c>0 such that if |B(0) - B'(0)| =1, for all t ge 1, c^{-1} t^{-5/8} le P[ B[0,t] cap B'[0,t] = emptyset ] le c t^{-5/8}. One consequence is that the set of cut-points of B[0,1] has Hausdorff dimension 3/4 almost surely. The values of other exponents are also derived. Using an analyticity result, which is to be established in a forthcoming paper, it follows that the Hausdorff dimension of the outer boundary of B[0,1] is 4/3, as conjectured by Mandelbrot. The proofs are based on a study of SLE_6 (stochastic Loewner evolution with parameter 6), a recently discovered process which conjecturally is the scaling limit of critical percolation cluster boundaries. The exponents of SLE_6 are calculated, and they agree with the physicists' predictions for the exponents for critical percolation and self-avoiding walks. From the SLE_6 exponents the Brownian intersection exponents are then derived.

Full work available at URL: https://arxiv.org/abs/math/0003156

zbMATH Keywords

Hausdorff dimension conformal invariance intersection exponent planar Brownian motion Brownian frontier crossing exponent cut point disconnection exponent nonintersection pioneer point SLE(6)stochastic Loewner evolution

Mathematics Subject Classification ID

Brownian motion (60J65) General theory of conformal mappings (30C35) Sample path properties (60G17) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

Cites Work

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