Nonintersection Exponents for Brownian Paths. II. Estimates and Applications to a Random Fractal
Burdzy, Krzysztof ; Lawler, Gregory F.
Ann. Probab., Tome 18 (1990) no. 4, p. 981-1009 / Harvested from Project Euclid
Let $X$ and $Y$ be independent two-dimensional Brownian motions, $X(0) = (0, 0), Y(0) = (\varepsilon, 0)$, and let $p(\varepsilon) = P(X\lbrack 0, 1 \rbrack \cap Y\lbrack 0, 1 \rbrack = \varnothing), q(\varepsilon) = \{Y\lbrack 0, 1 \rbrack \text{does not contain a closed loop around} 0\}$. Asymptotic estimates (when $\varepsilon \rightarrow 0$) of $p(\varepsilon), q(\varepsilon)$, and some related probabilities, are given. Let $F$ be the boundary of the unbounded connected component of $\mathbb{R}^2\backslash Z\lbrack 0, 1 \rbrack$, where $Z(t) = X(t) - tX(1)$ for $t \in \lbrack 0, 1 \rbrack$. Then $F$ is a closed Jordan arc and the Hausdorff dimension of $F$ is less or equal to $3/2 - 1/(4\pi^2)$.
Publié le : 1990-07-14
Classification:  Brownian motion,  fractal,  intersections of Brownian paths,  critical exponents,  60J65,  60G17
@article{1176990733,
     author = {Burdzy, Krzysztof and Lawler, Gregory F.},
     title = {Nonintersection Exponents for Brownian Paths. II. Estimates and Applications to a Random Fractal},
     journal = {Ann. Probab.},
     volume = {18},
     number = {4},
     year = {1990},
     pages = { 981-1009},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176990733}
}
Burdzy, Krzysztof; Lawler, Gregory F. Nonintersection Exponents for Brownian Paths. II. Estimates and Applications to a Random Fractal. Ann. Probab., Tome 18 (1990) no. 4, pp.  981-1009. http://gdmltest.u-ga.fr/item/1176990733/