English

Analyticity of intersection exponents for planar Brownian motion

Probability 2008-11-26 v1 Mathematical Physics math.MP

Abstract

We show that the intersection exponents for planar Brownian motions are analytic. More precisely, let BB and BB' be independent planar Brownian motions started from distinct points, and define the exponent ξ(1,λ)\xi (1, \lambda) by E[P[B[0,t]B[0,t]=B[0,t]]λ]tξ(1,λ)/2,t. E[P[B[0,t] \cap B'[0,t] = \emptyset | B[0,t]]^\lambda] \approx t^{-\xi(1, \lambda)/2}, t \to \infty. Then the mapping λξ(1,λ)\lambda \mapsto \xi (1, \lambda) is real analytic in (0,)(0,\infty). The same result is proved for the exponents ξ(k,λ)\xi (k, \lambda) where kk is a positive integer. In combination with the determination of ξ(k,λ)\xi (k, \lambda) for integer k1k \ge 1 and real λ1\lambda \ge 1 in our previous papers, this gives the value of ξ(k,λ)\xi (k, \lambda) also for λ(0,1)\lambda \in (0,1) and the disconnection exponents limλ0ξ(k,λ)\lim_{\lambda \searrow 0} \xi (k, \lambda). In particular, it shows that limλ0ξ(2,λ)=2/3\lim_{\lambda \searrow 0} \xi(2, \lambda) = 2/3 and concludes the proof of the following result that had been conjectured by Mandelbrot: the Hausdorff dimension of the outer boundary of B[0,1]B[0,1] is 4/3 almost surely.

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Cite

@article{arxiv.math/0005295,
  title  = {Analyticity of intersection exponents for planar Brownian motion},
  author = {Gregory F. Lawler and Oded Schramm and Wendelin Werner},
  journal= {arXiv preprint arXiv:math/0005295},
  year   = {2008}
}
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