The spans in Brownian motion
Probability
2017-07-25 v2
Abstract
For , let be a -dimensional standard Brownian motion. We study the -Brownian span set . We prove that almost surely the random set is -compact and dense in . In addition, we show that almost surely; the Lebesgue measure of is almost surely and its Hausdorff dimension is almost surely; and the Hausdorff dimension of is almost surely. We also list a number of conjectures and open problems.
Keywords
Cite
@article{arxiv.1506.02021,
title = {The spans in Brownian motion},
author = {Steven N. Evans and Jim Pitman and Wenpin Tang},
journal= {arXiv preprint arXiv:1506.02021},
year = {2017}
}
Comments
33 pages, 4 figures. This paper is published by http://projecteuclid.org/euclid.aihp/1500624032