Related papers: The dimension of the Brownian frontier is greater …
The frontier of a planar Brownian motion is the boundary of the unbounded component of the complement of its range. In this paper we find the Hausdorff dimension of the set of double points on the frontier.
In a series of recent preprints, we have proven that with probability one the Hausdorff dimension on the outer boundary of planar Brownian motion is 4/3, confirming a conjecture by Mandelbrot. It is also shown that the Hausdorff dimension…
We investigate the large scale structure of certain sojourn sets of one dimensional Brownian motion within two-sided moving boundaries. The macroscopic Hausdorff dimension, upper mass dimension and logarithmic density of these sets are…
We prove that the boundary of a component $U$ of the basin of an attracting periodic cycle (of period greater than 1) for an exponential map on the complex plane has Hausdorff dimension greater than 1 and less than 2. Moreover, the set of…
This paper describes joint work with Oded Schramm and Wendelin Werner establishing the values of the planar Brownian intersection exponents from which one derives the Hausdorff dimension of certain exceptional sets of planar Brownian…
We show that the Hausdorff dimension of the boundary of $d$-dimensional super-Brownian motion is $0$, if $d=1$, $4-2\sqrt2$, if $d=2$, and $(9-\sqrt{17})/2$, if $d=3$.
Robert Kaufman's proof that the set of rapid points of Brownian motion has a Fourier dimension equal to its Hausdorff dimension was first published in 1974. A study of the proof of the original paper revealed several gaps in the arguments…
We introduce and study the random non-compact metric space called the Brownian plane, which is obtained as the scaling limit of the uniform infinite planar quadrangulation. Alternatively, the Brownian plane is identified as the…
Simulations support the conjecture that the dimension of the trace of Brownian earthworm is strictly greater than 3/2.
We first consider the additive Brownian motion process $(X(s_1,s_2),\ (s_1,s_2) \in \mathbb{R}^2)$ defined by $X(s_1,s_2) = Z_1(s_1) - Z_2 (s_2)$, where $Z_1$ and $Z_2 $ are two independent (two-sided) Brownian motions. We show that with…
A uniform dimensional result for normally reflected Brownian motion (RBM) in a large class of non-smooth domains is established. Exact Hausdorff dimensions for the boundary occupation time and the boundary trace of RBM are given. Extensions…
Let $X$ be a fractional Brownian motion in $\mathbb{R}^d$. For any Borel function $f:[0,1] \to \mathbb{R}^d$, we express the Hausdorff dimension of the image and the graph of $X+f$ in terms of $f$. This is new even for the case of Brownian…
We investigate a moving boundary problem for a Brownian particle on the semi-infinite line in which the boundary moves by a distance proportional to the time between successive collisions of the particle and the boundary. Phenomenologically…
It is well-known (see Dvoretzky, Erd{\H o}s and Kakutani [8] and Le Gall [12]) that a planar Brownian motion $(B_t)_{t\ge 0}$ has points of infinite multiplicity, and these points form a dense set on the range. Our main result is the…
Kaufman's dimension doubling theorem states that for a planar Brownian motion $\{\mathbf{B}(t): t\in [0,1]\}$ we have $$\mathbb{P}(\dim \mathbf{B}(A)=2\dim A \textrm{ for all } A\subset [0,1])=1,$$ where $\dim$ may denote both Hausdorff…
In the path integral formulation of quantum mechanics, Feynman and Hibbs noted that the trajectory of a particle is continuous but nowhere differentiable. We extend this result to the quantum mechanical path of a relativistic string and…
We provide a new construction of Brownian disks in terms of forests of continuous random trees equipped with nonnegative labels corresponding to distances from a distinguished point uniformly distributed on the boundary of the disk. This…
We present different continuous models of random geometry that have been introduced and studied in the recent years. In particular, we consider the Brownian map, which is the universal scaling limit of large planar maps in the…
We show that if $\partial\mathcal{R}$ is the boundary of the range of super-Brownian motion and dim denotes Hausdorff dimension, then with probability one, for any open set $U$, $\partial\mathcal{R}\cap U\neq\emptyset$ implies…
Brownian motions in the infinite-dimensional group of all unitary operators are studied under strong continuity assumption rather than norm continuity. Every such motion can be described in terms of a countable collection of independent…