The structure of a Brownian bubble
We examine local geometric properties of level sets of the Brownian sheet, and in particular, we identify the asymptotic distribution of the area of sets which correspond to excursions of the sheet high above a given level in the neighborhood of a particular random point. It is equal to the area of certain individual connected components of the random set \(\{(s,t):B(t)>b(s)\}\), where \(B\) is a standard Brownian motion and \(b\) is (essentially) a Bessel process of dimension 3. This limit distribution is studied and, in particular, explicit formulas are given for the probability that a point belongs to a specific connected component, and for the expected area of a component given the height of the excursion of \(B(t)-b(s)\) in this component. These formulas are evaluated numerically and compared with the results from direct simulations of \(B\) and \(b\).
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- Geography of the level sets of the Brownian sheet
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- Potential theory for a family of several Markov processes
- Geography of the level sets of the Brownian sheet
- Level sets of additive Lévy processes
- Eccentric behaviors of the Brownian sheet along lines
- On the distribution of bubbles of the Brownian sheet
- Nondifferentiability of curves on the Brownian sheet
- Moderate deviations and laws of the iterated logarithm for the local times of additive Lévy processes and additive random walks
- Large deviations and laws of the iterated logarithm for the local times of additive stable processes
- Level crossings of a two-parameter random walk
- Self-intersection local times of additive processes: large deviation and law of the iterated logarithm
- Local times of additive Lévy processes.
- Jordan curves in the level sets of additive Brownian motion
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- Non-independence of excursions of the Brownian sheet and of additive Brownian motion
- Hausdorff dimension of the boundary of bubbles of additive Brownian motion and of the Brownian sheet
- Brownian sheet indexed by \(\mathbb{R}^N\): local time and bubbles
- Packing dimension of images of additive Lévy processes
- Large deviations for Riesz potentials of additive processes
- Corner percolation on \(\mathbb Z^{2}\) and the square root of 17
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