Analyticity of intersection exponents for planar Brownian motion

Abstract: We show that the intersection exponents for planar Brownian motions are analytic. More precisely, let

B

and

B^{'}

be independent planar Brownian motions started from distinct points, and define the exponent

x i (1, l a m b d a)

by

E[P[B[0,t] cap B'[0,t] = emptyset | B[0,t]]^lambda] approx t^{-xi(1, lambda)/2}, t o infty.

Then the mapping

l a m b d a m a p s t o x i (1, l a m b d a)

is real analytic in

(0, i n f t y)

. The same result is proved for the exponents

x i (k, l a m b d a)

where

k

is a positive integer. In combination with the determination of

x i (k, l a m b d a)

for integer

k g e 1

and real

l a m b d a g e 1

in our previous papers, this gives the value of

x i (k, l a m b d a)

also for

l a m b d a i n (0, 1)

and the disconnection exponents

l i m_{l a m b d a s e a r r o w 0} x i (k, l a m b d a)

. In particular, it shows that

l i m_{l a m b d a s e a r r o w 0} x i (2, l a m b d a) = 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.

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