BROWNIAN MOTION AND THERMAL CAPACITY

被引:3
|
作者
Khoshnevis, Davar [1 ]
Xiao, Yimin [2 ]
机构
[1] Univ Utah, Dept Math, Salt Lake City, UT 84112 USA
[2] Michigan State Univ, Dept Stat & Probabil, E Lansing, MI 48824 USA
来源
ANNALS OF PROBABILITY | 2015年 / 43卷 / 01期
关键词
Brownian motion; thermal capacity; Euclidean and space-time Hausdorff dimension; HAUSDORFF; SETS;
D O I
10.1214/14-AOP910
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let W denote d-dimensional Brownian motion. We find an explicit formula for the essential supremum of Hausdorff dimension of W (E) boolean AND F, where E subset of (0, infinity) and F subset of 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 >= 2, our formula can be described in terms of the Hausdorff dimension of E x F, where E x F is viewed as a subspace of space time.
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页码:405 / 434
页数:30
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