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What is the probability of intersecting the set of Brownian double points?
- 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)
- Subjects :
- Statistics and Probability
Pure mathematics
Capacity
Intersection (set theory)
Polar decomposition
Probability (math.PR)
Markov process
Gauge (firearms)
60J45 (Primary)
Set (abstract data type)
symbols.namesake
Range (mathematics)
regular point
polar decomposition
Mathematics::Probability
60J45
symbols
FOS: Mathematics
multiparameter Brownian motion
Statistics, Probability and Uncertainty
Unit (ring theory)
Brownian motion
Mathematics - Probability
Mathematics
Subjects
Details
- Language :
- English
- Database :
- OpenAIRE
- Journal :
- Ann. Probab. 35, no. 6 (2007), 2044-2062
- Accession number :
- edsair.doi.dedup.....f15457032bace274f3918ab40054834f