Sets avoided by Brownian motion
Adelman, Omer ; Burdzy, Krzysztof ; Pemantle, Robin
Ann. Probab., Tome 26 (1998) no. 1, p. 429-464 / Harvested from Project Euclid
A fixed two-dimensional projection of a three-dimensional Brownian motion is almost surely neighborhood recurrent; is this simultaneously true of all the two-dimensional projections with probability 1? Equivalently: three-dimensional Brownian motion hits any infinite cylinder with probability 1; does it hit all cylinders? This papers shows that the answer is no. Brownian motion in three dimensions avoids random cylinders and in fact avoids bodies of revolution that grow almost as fast as cones.
Publié le : 1998-04-14
Classification:  Brownian motion,  recurrence,  second moment method,  hitting probabilities,  60D05,  60J65
@article{1022855639,
     author = {Adelman, Omer and Burdzy, Krzysztof and Pemantle, Robin},
     title = {Sets avoided by Brownian motion},
     journal = {Ann. Probab.},
     volume = {26},
     number = {1},
     year = {1998},
     pages = { 429-464},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1022855639}
}
Adelman, Omer; Burdzy, Krzysztof; Pemantle, Robin. Sets avoided by Brownian motion. Ann. Probab., Tome 26 (1998) no. 1, pp.  429-464. http://gdmltest.u-ga.fr/item/1022855639/