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Título:
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Critical Brownian sheet does not have double points
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Autor/a:
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Dalang, Robert C.; Khoshnevisan, Davar; Nualart, Eulàlia; Wu, Dongsheng; Xiao, Yimin
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Abstract:
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We derive a decoupling formula for the Brownian sheet which has the following ready consequence: An N-parameter Brownian sheet in Rd has double points if and only if d<4N. In particular, in the critical case where d=4N, the Brownian sheet does not have double points. This answers an old problem in the folklore of the subject. We also discuss some of the geometric consequences of the mentioned decoupling, and establish a partial result concerning k-multiple points in the critical case k(d−2N)=d. |
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Abstract:
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Dalang RC is supported by grant from the Swiss National Science Foundation. Khoshnevisan D and Xiao Y are supported by grant from the US National Science Foundation. |
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Materia(s):
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-Brownian sheet
-Multiple points
-Capacity
-Hausdorff dimension |
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Derechos:
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© Institute of Mathematical Statistics, 2012
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Tipo de documento:
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Artículo
Artículo - Versión publicada |
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Editor:
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Institute of Mathematical Statistics (IMS)
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