Dimensional properties of one-dimensional Brownian motion (Q1120192)
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English | Dimensional properties of one-dimensional Brownian motion |
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Dimensional properties of one-dimensional Brownian motion (English)
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1989
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It is shown that for almost all paths in the sample space of the one- dimensional Brownian motion the following statements are true: 1.) For each closed set \(F\subseteq [0,1]\), dim X(F\(+t)=\min (1\), 2 dim F) for almost all \(t>0.\) 2.) For each closed set \(F\subseteq [0,1]\), \(X(F+t)\) has strictly positive Lebesgue measure for almost all \(t>0.\) The proofs are based on appropriate upper bounds for quantities of the following form (in particular, it seems to be notable that a time integral is involved): \[ E[(\int^{1}_{0}\phi (X(x+t)-X(y+t))dt)^ p] \] for any positive integer p and suitable functions \(\phi\).
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Brownian motion
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