English

Critical Brownian sheet does not have double points

Probability 2012-08-01 v2

Abstract

We derive a decoupling formula for the Brownian sheet which has the following ready consequence: An NN-parameter Brownian sheet in Rd\mathbf{R}^d has double points if and only if d<4Nd<4N. In particular, in the critical case where d=4Nd=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 kk-multiple points in the critical case k(d2N)=dk(d-2N)=d.

Cite

@article{arxiv.1009.0235,
  title  = {Critical Brownian sheet does not have double points},
  author = {Robert C. Dalang and Davar Khoshnevisan and Eulalia Nualart and Dongsheng Wu and Yimin Xiao},
  journal= {arXiv preprint arXiv:1009.0235},
  year   = {2012}
}

Comments

Published in at http://dx.doi.org/10.1214/11-AOP665 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

R2 v1 2026-06-21T16:08:10.992Z