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Brownian motion and thermal capacity
- 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)
- Subjects :
- Statistics and Probability
Pure mathematics
Euclidean and space–time Hausdorff dimension
28A80
01 natural sciences
Heat capacity
010104 statistics & probability
Mathematics::Probability
60J45
Euclidean geometry
FOS: Mathematics
60J65
thermal capacity
0101 mathematics
Brownian motion
Mathematics
Space time
Probability (math.PR)
010102 general mathematics
Essential supremum and essential infimum
Compact space
60G17
Hausdorff dimension
60G15
28A78
Statistics, Probability and Uncertainty
Mathematics - Probability
Subspace topology
Subjects
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