The exact packing measure of Brownian double points (Q957724)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The exact packing measure of Brownian double points
scientific article

    Statements

    The exact packing measure of Brownian double points (English)
    0 references
    0 references
    0 references
    1 December 2008
    0 references
    The paper is devoted to the investigations of the packing measure of the doubling points in \(\mathbb{R}^3\). The first main result of the paper states that if \(\xi=\xi_3(2,2)\) is the intersection exponent of two packets of two independent Brownian motions, then a.s. the \(\phi\)-packing measure of a set \(D\) is zero if \[ \int_{0+}^\infty r^{-1-\xi}\phi^\xi(r)~dr<\infty, \] and infinity otherwise. Let \(l_{\vec{t}}(U)\), \(U\subset \mathbb{R}^d\), \(d=2,3\), be the intersection local time of two unions of paths \(\mathcal{B}^{(1)}(t^{(1)},\dots,t^{(M)})\) and \(\mathcal{B}^{(2)}(t^{(M+1)},\dots,t^{(M+N)})\). Here the paths are taken up to the time \(\vec{t}=(t^{(1)},\dots,t^{(M+N)})\). The second main result of the paper is that the probability \(P(l_{\vec{t}} (U)<a)\) is equivalent to \(a^{\frac{\xi}{4-d}}\) for all \(a\in (0,1)\). The proof is relied on the ``branching tree heuristics'' [see also \textit{P. Mörters} and \textit{M. Ortgiese}, Bernoulli 14, No. 1, 277--299 (2008; Zbl 1163.60040)], which describes the strategy how the Brownian path achieves the event \(\{l_{\vec{t}}\}\).
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Brownian motion
    0 references
    self-intersections
    0 references
    intersection local time
    0 references
    Wiener sausage
    0 references
    lower tail asymptotics
    0 references
    intersection exponent
    0 references
    packing measure
    0 references
    packing gauge
    0 references
    0 references