On the Distribution of Bubbles of the Brownian Sheet
Khoshnevisan, Davar
Ann. Probab., Tome 23 (1995) no. 3, p. 786-805 / Harvested from Project Euclid
Let $W$ be a real-valued, two-parameter Brownian sheet. Let us define $N(t; h)$ to be the total number of bubbles of $W$ in $\lbrack 0, t\rbrack^2$, whose maximum height is greater than $h$. Evidently, $\lim_{h\downarrow 0} N(t; h) = \infty$ and $\lim_{t\uparrow\infty} N(t; h) = \infty$. It is the goal of this paper to provide fairly accurate estimates on $N(t; h)$ both as $t\rightarrow\infty$ and as $h\rightarrow 0$. Loosely speaking, we show that there are of order $h^{-3}$ many such bubbles as $h \downarrow 0$ and $t^3$ many, as $t\uparrow \infty$.
Publié le : 1995-04-14
Classification:  Brownian sheet,  bubbles,  60G17,  60G15,  60G60
@article{1176988290,
     author = {Khoshnevisan, Davar},
     title = {On the Distribution of Bubbles of the Brownian Sheet},
     journal = {Ann. Probab.},
     volume = {23},
     number = {3},
     year = {1995},
     pages = { 786-805},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176988290}
}
Khoshnevisan, Davar. On the Distribution of Bubbles of the Brownian Sheet. Ann. Probab., Tome 23 (1995) no. 3, pp.  786-805. http://gdmltest.u-ga.fr/item/1176988290/