The exact packing measure of Brownian double points

DOI10.1007/S00440-007-0122-XzbMath1160.60025OpenAlexW1968314510MaRDI QIDQ957724

Peter Mörters, Narn-Rueih Shieh

Publication date: 1 December 2008

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-007-0122-x

zbMATH Keywords

Brownian motionintersection local timeWiener sausageintersection exponentpacking measureself-intersectionslower tail asymptoticspacking gauge

Mathematics Subject Classification ID

Brownian motion (60J65) Sample path properties (60G17) Local time and additive functionals (60J55) Hausdorff and packing measures (28A78)

Related Items (4)

Multiple intersection exponents for planar Brownian motion ⋮ On packing measures and a theorem of Besicovitch ⋮ The Hausdorff dimension of the double points on the Brownian frontier ⋮ Small value probabilities via the branching tree heuristic

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