The spans in Brownian motion

被引:1
作者
Evans, Steven [1 ]
Pitman, Jim [1 ]
Tang, Wenpin [1 ]
机构
[1] Univ Calif Berkeley, Dept Stat, 367 Evans Hall, Berkeley, CA 94720 USA
来源
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 2017年 / 53卷 / 03期
关键词
Brownian span set; Random set; Energy method; Fractal projection; Hausdorff dimension; Multiple point; Self-intersection; Local time; Self-similar; INTERSECTION LOCAL TIME; SELF-INTERSECTION; MULTIPLE POINTS; TANAKA FORMULA; INVARIANCE-PRINCIPLE; DIRICHLET PROCESSES; OCCUPATION FIELD; JOINT CONTINUITY; LARGE DEVIATIONS; POLYMER-CHAINS;
D O I
10.1214/16-AIHP749
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
For d is an element of {1, 2, 3}, let (B-t(d); t >= 0) be a d-dimensional standard Brownian motion. We study the d-Brownian span set Span(d) := {t - s; B-s(d) = B-t(d). for some 0 <= s <= t}. We prove that almost surely the random set Span(d) is sigma-compact and dense in R+. In addition, we show that Span(1) = R+ almost surely; the Lebesgue measure of Span(2) is 0 almost surely and its Hausdorff dimension is 1 almost surely; and the Hausdorff dimension of Span(3) is 1/2 almost surely. We also list a number of conjectures and open problems.
引用
收藏
页码:1108 / 1135
页数:28
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