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What is the probability of intersecting the set of Brownian double points?

Authors :
Yuval Peres
Robin Pemantle
Source :
Ann. Probab. 35, no. 6 (2007), 2044-2062
Publication Year :
2007
Publisher :
The Institute of Mathematical Statistics, 2007.

Abstract

We give potential theoretic estimates for the probability that a set $A$ contains a double point of planar Brownian motion run for unit time. Unlike the probability for $A$ to intersect the range of a Markov process, this cannot be estimated by a capacity of the set $A$. Instead, we introduce the notion of a capacity with respect to two gauge functions simultaneously. We also give a polar decomposition of $A$ into a set that never intersects the set of Brownian double points and a set for which intersection with the set of Brownian double points is the same as intersection with the Brownian path.<br />Published in at http://dx.doi.org/10.1214/009117907000000169 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

Details

Language :
English
Database :
OpenAIRE
Journal :
Ann. Probab. 35, no. 6 (2007), 2044-2062
Accession number :
edsair.doi.dedup.....f15457032bace274f3918ab40054834f