The Hausdorff dimension of the double points on the Brownian frontier

DOI10.1007/S10959-009-0262-2MaRDI QIDQ975334zbMATH OpenOpenAlexFDO

Authors Richard Kiefer, Peter Mörters

Publication date 9 June 2010

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0808.0425

zbMATH Keywords

Brownian motiondisconnection exponentdouble pointsfrontierHausdorff dimensionMandelbrot conjectureouter boundaryself-intersections

Mathematics Subject Classification ID

Sample path properties (60G17) Brownian motion (60J65)

Abstract: The frontier of a planar Brownian motion is the boundary of the unbounded component of the complement of its range. In this paper we find the Hausdorff dimension of the set of double points on the frontier.

Review text

Consider a standard planar Brownian motion running up to the first hitting time \(\tau\) of the circle of unit radius around the origin, and consider the complement of its path. This set is open and can be decomposed into connected components, exactly one of which is unbounded. Denote by \(U\) this component and define its boundary \(\partial U\) as the frontier of the Brownian path. The frontier can be seen as the set of points on the Brownian path which are accessible from infinity and its therefore also called the outer boundary of Brownian motion. Mandelbrot conjectures, that the Brownian frontier has Hausdorff dimension 4/3. The authors find the Hausdorff dimension of the set of double points on the frontier.

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Cites work

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Cited in

(15)

• On the Hausdorff dimension of a set of multiple points for some stable random fields
• Triple points: From non-Brownian filtrations to harmonic measures
• The dimension of the frontier of planar Brownian motion
• Generalized disconnection exponents
• On the Hausdorff dimension of Brownian cone points
• scientific article; zbMATH DE number 62460 (Why is no real title available?)
• scientific article; zbMATH DE number 503152 (Why is no real title available?)
• scientific article; zbMATH DE number 4117596 (Why is no real title available?)
• scientific article; zbMATH DE number 783440 (Why is no real title available?)
• Hausdorff dimension of the boundary of bubbles of additive Brownian motion and of the Brownian sheet
• The dimension of the planar Brownian frontier is \(4/3\)
• The dimension of the planar Brownian frontier is \(4/3\)
• The dimension of the Brownian frontier is greater than 1
• Multiple points on the boundaries of Brownian loop-soup clusters
• Parity questions in critical planar Brownian loop-soups (or ``where did the free planar bosons go?)

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