Sharp estimates for Brownian non-intersection probabilities

In a series of three important papers [Acta Math. 187, No. 2, 237-273 (2001; Zbl 1005.60097), ibid. 187, No. 2, 275-308 (2001; Zbl 0993.60083) and Ann. Inst. Henri Poincaré, Probab. Stat. 38, No. 1, 109-123 (2002; Zbl 1006.60075)], the authors rigorously derived the values of the intersection exponents \(\xi(\lambda,\mu)\) for planar Brownian motion. The present paper complements these papers by providing finer estimates for Brownian intersection probabilities based on the exponents. The main result is that, for every \(\lambda_0>0\), there exist constants \(0<c_1<c_2<\infty\) such that, whenever \(0<\lambda<\lambda_0\) and \(r>2\), \[ c_1 e^{-r\xi(2,\lambda)} \leq E\{Z_r^\lambda\}\leq c_2 e^{-r\xi(2,\lambda)}, \] where \(Z_r\) is the conditional probability that a planar Brownian motion started uniformly on the unit circle and stopped upon hitting \(\partial B(0,e^r)\) hits the union of two fixed independent paths of the same law, and the expected \(E\) refers to the latter two paths. This fact is derived without using the knowledge of the exact values. The result is used in a further paper [``Analyticity of planar Brownian intersection exponents (Acta Math., to appear)] by the authors to derive the analyticity of \(\lambda\mapsto \xi(k,\lambda)\) and is also instrumental in relating intersection exponents to the Hausdorff dimension of certain exceptional subsets of the Brownian path. A slightly less precise result has been proved by \textit{G. F. Lawler} [Math. Phys. Electron. J. 4, Paper No. 5 (1998; Zbl 0909.60065)] (also for dimension three) but the present proof is more accessible. For the entire collection see [Zbl 0996.00040].

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