Thin points for Brownian motion

DOI10.1016/S0246-0203(00)00139-4zbMath0977.60073OpenAlexW1977391291MaRDI QIDQ1594509

Yuval Peres, Amir Dembo, Jay S. Rosen, Ofer Zeitouni

Publication date: 17 January 2002

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2000__36_6_749_0

zbMATH Keywords

Hausdorff dimensionoccupation measurepacking dimensionlong-range dependenceescape timerandom fractalmultifractal spectrumthin points

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Brownian motion (60J65) Sample path properties (60G17) Fractals (28A80) Hausdorff and packing measures (28A78)

Related Items (10)

Brownian intersection local times: Upper tail asymptotics and thick points ⋮ Which properties of a random sequence are dynamically sensitive? ⋮ Thick points for spatial Brownian motion: multifractal analysis of occupation measure. ⋮ Thin and thick points for branching measure on a Galton-Watson tree ⋮ Subdiffusivity of a random walk among a Poisson system of moving traps on \(\mathbb Z\) ⋮ Asymptotic limit properties of the occupation measure for a transient Brownian sheet ⋮ Thick points for planar Brownian motion and the Erdős-Taylor conjecture on random walk ⋮ The fractal structures of the exceptional sets of Lévy processes ⋮ The multifractal spectrum of Brownian intersection local times ⋮ Thick points for intersections of planar sample paths

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