Dynamical models for circle covering: Brownian motion and Poisson updating
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Publication:2482286
Abstract: We consider two dynamical variants of Dvoretzky's classical problem of random interval coverings of the unit circle, the latter having been completely solved by L. Shepp. In the first model, the centers of the intervals perform independent Brownian motions and in the second model, the positions of the intervals are updated according to independent Poisson processes where an interval of length is updated at rate where is a parameter. For the model with Brownian motions, a special case of our results is that if the length of the th interval is , then there are times at which a fixed point is not covered if and only if and there are times at which the circle is not fully covered if and only if . For the Poisson updating model, we obtain analogous results with and instead. We also compute the Hausdorff dimension of the set of exceptional times for some of these questions.
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Cited in
(14)- Dynamical circle covering with homogeneous Poisson updating
- Random cutout sets with spatially inhomogeneous intensities
- Dimensions of random covering sets in Riemann manifolds
- Random covering sets, hitting probabilities and variants of the covering problem
- Random sequential covering
- Dimensions of Random Covering Sets
- On \(\mu\)-Dvoretzky random covering of the circle
- Dynamical sensitivity of the infinite cluster in critical percolation
- Hausdorff dimension of affine random covering sets in torus
- Random coverings of the circle with i.i.d. centers
- Covering a connected curve on the torus with squares
- The Fourier spectrum of critical percolation
- Uniform approximation problems of expanding Markov maps
- Upper bound on saturation time of metric graphs by intervals moving on them
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