Analyticity of intersection exponents for planar Brownian motion

DOI10.1007/BF02392842MaRDI QIDQ1812469zbMATH OpenOpenAlexFDO

Authors Gregory F. Lawler, Oded Schramm, Wendelin Werner

Publication date 9 November 2003

Published in Acta Mathematica (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0005295

zbMATH Keywords

intersection exponentsplanar Brownian motion

Mathematics Subject Classification ID

Fractals (28A80) Spectrum, resolvent (47A10) Sample path properties (60G17) Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Abstract: We show that the intersection exponents for planar Brownian motions are analytic. More precisely, let $B$ and $B^{\prime }$ be independent planar Brownian motions started from distinct points, and define the exponent $xi(1,lambda)$ by ${\displaystyle }$ E[P[B[0,t] cap B'[0,t] = emptyset | B[0,t]]^lambda] approx t^{-xi(1, lambda)/2}, t o infty. ${\displaystyle }$ Then the mapping $lambdamapstoxi(1,lambda)$ is real analytic in $(0,infty)$. The same result is proved for the exponents $xi(k,lambda)$ where $k$ is a positive integer. In combination with the determination of $xi(k,lambda)$ for integer $kge1$ and real $lambdage1$ in our previous papers, this gives the value of $xi(k,lambda)$ also for $lambdain(0,1)$ and the disconnection exponents $li{m}_{lambdasearrow0}xi(k,lambda)$. In particular, it shows that $li{m}_{lambdasearrow0}xi(2,lambda)=2/3$ and concludes the proof of the following result that had been conjectured by Mandelbrot: the Hausdorff dimension of the outer boundary of $B[0,1]$ is 4/3 almost surely.

Review text

The main result in the present paper states that the intersection exponents for planar Brownian motion are analytic. It has as corollary an explicit formula for the intersection exponent, obtained by analytic continuation. Also several important results, which were previously only conjectured from physical arguments, receive now a rigorous proof. For example, the value of the Hausdorff dimension for the outer boundary of a planar Brownian path or of the set of its pioneer points are determined.

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