Geography of the level sets of the Brownian sheet

DOI10.1007/BF01192131zbMath0792.60038MaRDI QIDQ1326354

Robert C. Dalang, John B. Walsh

Publication date: 14 July 1994

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

zbMATH Keywords

Brownian sheet; level set; clusters; length of excursions

Mathematics Subject Classification ID

60G60: Random fields

60G15: Gaussian processes

Related Items

Non-independence of excursions of the Brownian sheet and of additive Brownian motion, Large deviations for Riesz potentials of additive processes, Corner percolation on \(\mathbb Z^{2}\) and the square root of 17, The structure of a Brownian bubble, Brownian sheet and capacity, Level sets of additive Lévy processes, Eccentric behaviors of the Brownian sheet along lines, Boundary crossings and the distribution function of the maximum of Brownian sheet., Nondifferentiability of curves on the Brownian sheet, Moderate deviations and laws of the iterated logarithm for the local times of additive Lévy processes and additive random walks, Large deviations and laws of the iterated logarithm for the local times of additive stable processes, Level crossings of a two-parameter random walk, Self-intersection local times of additive processes: large deviation and law of the iterated logarithm, Wavelet analysis of fractal boundaries. I: Local exponents, Local times of additive Lévy processes.

Cites Work

• Stochastic integrals in the plane
• The uniform dimension of the level sets of a Brownian sheet
• The structure of a Brownian bubble
• Contours of Brownian processes with several-dimensional times
• First Passage times and Sojourn Times for Brownian Motion in Space and the Exact Hausdorff Measure of the Sample Path
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