Thick points for intersections of planar sample paths

DOI10.1090/S0002-9947-02-03080-5MaRDI QIDQ3151263zbMATH OpenOpenAlexFDO

Authors Amir Dembo, Yuval Peres, Ofer Zeitouni, Jay Rosen

Publication date 7 October 2002

Published in Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0105107

zbMATH Keywords

intersection local timemulti-fractal analysisstable processthick points

Mathematics Subject Classification ID

Fractals (28A80) Sums of independent random variables; random walks (60G50) Local time and additive functionals (60J55) Brownian motion (60J65)

Abstract: Let $L_n^X(x)$ denote the number of visits to $$ of the simple planar random walk $X$, up till step $n$. Let $X^{\prime }$ be another simple planar random walk independent of $X$. We show that for any $0<b<1/(2pi)$, there are $n^{1-2pib+o(1)}$ points $$ for which $L_n^X(x)L_n^{X^{\prime }}(x)geq{b}^2(logn{)}^4$. This is the discrete counterpart of our main result, that for any $a<1$, the Hausdorff dimension of the set of {it thick intersection points} $x$ for which $limsu{p}_{ro0}mathcalI(x,r)/(r^2|logr{|}^4)=a^2$, is almost surely $2-2a$. Here $mathcalI(x,r)$ is the projected intersection local time measure of the disc of radius $r$ centered at $x$ for two independent planar Brownian motions run till time 1. The proofs rely on a `multi-scale refinement' of the second moment method. In addition, we also consider analogous problems where we replace one of the Brownian motions by a transient stable process, or replace the disc of radius $r$ centered at $x$ by $x+rK$ for general sets $K$.

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Cited in

(5)

• Thick points of super-Brownian motion
• Hausdorff dimension of the contours of symmetric additive Lévy processes
• The multifractal spectrum of Brownian intersection local times
• Thick points for planar Brownian motion and the Erdős-Taylor conjecture on random walk
• Tightness for thick points in two dimensions

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