The multifractal spectrum of Brownian intersection local times (Q2569219)

Let \(W^1, W^2\) be independent Brownian motions on the plane. The article is devoted to the properties of the intersection measure \[ l(A)=\int _A\,dy\prod _{i=1}^2\int _0^1\,dt\delta _y(W^i(t)) \] which is concentrated on the set \(S=W^1([0; 1])\cap W^2([0; 1])\). The authors study the lower tails asymptotic for the distribution of \(l(U),\) where \(U\) is the unit ball, and the fractal dimension of the sets \[ \Gamma (a)=\left\{x\in S:\limsup _{r\rightarrow 0}\frac{\log l(B(x,r))}{\log r}\geq a\right\},\quad \Gamma ^s (a)=\left\{x\in S:\limsup _{r\rightarrow 0}\frac{\log l(B(x,r))}{\log r}=a\right\}. \] The answer is given in terms of intersection exponents. Numbers \(\xi _d(M,N)\) are defined for the set of independent Brownian motions \(W^1,\dots,W^{N+M}\) in \(R^d\) started uniformly on \(\partial B(0,1).\) Let \(\tau ^i_R\) be the first exit time of \(W^i\) from the ball \(B(0,1).\) Consider \[ \text{B}^1(R)=\bigcup ^M_{i=1}W^i([0; \tau ^i_R]),\qquad \text{B}^2(R)=\bigcup ^{M+N}_{i=M+1}W^i([0; \tau ^i_R]). \] The intersection exponent \(\xi _d(M,N)\) is defined by the relation \[ P\{\text{B}^1(R)\cap \text{B}^2(R)=\emptyset\}=R^{-\xi _d(M,N)+o(1)}, \quad R\rightarrow \infty . \] A typical result is the following relation in dimension 2 for \(2\leq a\leq 2\xi _2(2,2)/(\xi _2(2,2)-2)\): \[ \dim\Gamma (a)= \dim\Gamma ^s(a)=2\frac{\xi _2(2,2)}{a}+2-\xi _2(2,2), \text{a.s}. \] The dimension is calculated comparing given random sets with the special one.