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Brownian motion and thermal capacity

Authors :
Davar Khoshnevisan
Yimin Xiao
Source :
Ann. Probab. 43, no. 1 (2015), 405-434
Publication Year :
2015
Publisher :
Institute of Mathematical Statistics, 2015.

Abstract

Let $W$ denote $d$-dimensional Brownian motion. We find an explicit formula for the essential supremum of Hausdorff dimension of $W(E)\cap F$, where $E\subset(0,\infty)$ and $F\subset \mathbf {R}^d$ are arbitrary nonrandom compact sets. Our formula is related intimately to the thermal capacity of Watson [Proc. Lond. Math. Soc. (3) 37 (1978) 342-362]. We prove also that when $d\ge2$, our formula can be described in terms of the Hausdorff dimension of $E\times F$, where $E\times F$ is viewed as a subspace of space time.<br />Published in at http://dx.doi.org/10.1214/14-AOP910 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

Details

ISSN :
00911798
Volume :
43
Database :
OpenAIRE
Journal :
The Annals of Probability
Accession number :
edsair.doi.dedup.....38263fac5bdf32f813e5ecbc927909db
Full Text :
https://doi.org/10.1214/14-aop910