Thin points for brownian motion

Amir Dembo; Yuval Peres; Jay Rosen; Ofer Zeitouni

Annales de l'I.H.P. Probabilités et statistiques (2000)

  • Volume: 36, Issue: 6, page 749-774
  • ISSN: 0246-0203

How to cite

top

Dembo, Amir, et al. "Thin points for brownian motion." Annales de l'I.H.P. Probabilités et statistiques 36.6 (2000): 749-774. <http://eudml.org/doc/77678>.

@article{Dembo2000,
author = {Dembo, Amir, Peres, Yuval, Rosen, Jay, Zeitouni, Ofer},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {thin points; Hausdorff dimension; packing dimension; occupation measure; escape time; long-range dependence; multifractal spectrum; random fractal},
language = {eng},
number = {6},
pages = {749-774},
publisher = {Gauthier-Villars},
title = {Thin points for brownian motion},
url = {http://eudml.org/doc/77678},
volume = {36},
year = {2000},
}

TY - JOUR
AU - Dembo, Amir
AU - Peres, Yuval
AU - Rosen, Jay
AU - Zeitouni, Ofer
TI - Thin points for brownian motion
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2000
PB - Gauthier-Villars
VL - 36
IS - 6
SP - 749
EP - 774
LA - eng
KW - thin points; Hausdorff dimension; packing dimension; occupation measure; escape time; long-range dependence; multifractal spectrum; random fractal
UR - http://eudml.org/doc/77678
ER -

References

top
  1. [1] Ciesielski Z., Taylor S.J., First passage and sojourn times and the exact Hausdorff measure of the sample path, Trans. Amer. Math. Soc.103 (1962) 434-452. Zbl0121.13003MR143257
  2. [2] Dembo A., Peres Y., Rosen J., Zeitouni O., Thick points for spatial Brownian motion: Multifractal analysis of occupation measure, Ann. Probab.28 (2000) 1-35. Zbl1130.60311MR1755996
  3. [3] Dembo A., Peres Y., Rosen J., Zeitouni O., Thick points for planar Brownian motion and the Erdös-Taylor conjecture on random walk, Acta Math., to appear. Zbl1008.60063MR1846031
  4. [4] Getoor R.K., The Brownian escape process, Ann. Probab.7 (1979) 864-867. Zbl0416.60086MR542136
  5. [5] Gruet J.C., Shi Z., The occupation time of Brownian motion in a ball, J. Theoret. Probab.9 (1996) 429-445. Zbl0870.60072MR1385406
  6. [6] Joyce H., Preiss D., On the existence of subsets of finite positive packing measure, Mathematika42 (1995) 15-24. Zbl0824.28006MR1346667
  7. [7] Kahane J.-P., Some Random Series of Functions, 2nd edition, Cambridge University Press, 1985. Zbl0571.60002MR833073
  8. [8] Kaufman R., Une propriété métrique du mouvement Brownien, C. R. Acad. Sci. Paris268 (1969) 727-728. Zbl0174.21401MR240874
  9. [9] Kono N., The exact Hausdorff measure of irregularity points for a Brownian path, Z. W.40 (1977) 257-282. Zbl0376.60081MR458564
  10. [10] Khoshnevisan D., Peres Y., Xiao Y., Limsup random fractals, Elect. J. Probab.5 (2000), paper 4, 1-24. Zbl0949.60025MR1743726
  11. [11] Mattila P., Geometry of Sets and Measures in Euclidean Spaces, Cambridge University Press, 1995. Zbl0819.28004MR1333890
  12. [12] Munkres J.R., Topology: A First Course, Prentice-Hall, Englewood Cliffs, NJ, 1975. Zbl0306.54001MR464128
  13. [ 13] Orey S., Taylor S.J., How often on a Brownian path does the law of the iterated logarithm fail?, Proc. Lond. Math. Soc.28 (1974) 174-192. Zbl0292.60128MR359031
  14. [14] Perkins E.A., Taylor S.J., Uniform measure results for the image of subsets under Brownian motion, Probab. Theory Related Fields76 (1987) 257-289. Zbl0613.60071MR912654

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.