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For a Brownian loop soup with intensity $c\in(0,1]$ in the unit disk, we show that almost surely, the set of simple (resp. double) points on any portion of boundary of any of its clusters has Hausdorff dimension $2-\xi_c(2)$ (resp.…

概率论 · 数学 2025-05-13 Yifan Gao , Xinyi Li , Wei Qian

We provide a decomposition of the trace of the Brownian motion into a simple path and an independent Brownian soup of loops that intersect the simple path. More precisely, we prove that any subsequential scaling limit of the loop erased…

概率论 · 数学 2015-12-16 Artem Sapozhnikov , Daisuke Shiraishi

By considering a counting-type argument on Brownian sample paths, we prove a result similar to that of Orey and Taylor on the exact Hausdorff dimension of the rapid points of Brownian motion. Because of the nature of the proof we can then…

计算复杂性 · 计算机科学 2015-07-01 Paul Potgieter

We study Brownian loop soup clusters in $\mathbb{R}^3$ for an arbitrary intensity $\alpha>0$. We show the existence of a phase transition for the presence of unbounded clusters and study its basic properties. In particular, we show that,…

概率论 · 数学 2026-01-29 Antoine Jego , Titus Lupu

The critical two-dimensional Brownian loop-soup is an infinite collection of non-interacting Brownian loops in a planar domain that possesses some combinatorial features related to the notion of indistinguishability of bosons. The properly…

概率论 · 数学 2025-08-01 Matthis Lehmkuehler , Wei Qian , Wendelin Werner

We study generalized non-intersection probabilities for the three-dimensional Brownian loop soup at subcritical intensities. We establish the existence of generalized intersection exponents (GIE) and prove an up-to-constants estimate for…

概率论 · 数学 2026-05-19 Yifan Gao , Ruixuan Li , Xinyi Li

We study some properties of a class of random connected planar fractal sets induced by a Poissonian scale-invariant and translation-invariant point process. Using the second-moment method, we show that their Hausdorff dimensions are…

概率论 · 数学 2017-07-19 Serban Nacu , Wendelin Werner

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…

概率论 · 数学 2015-04-24 Paul Potgieter

We derive the exact value of intersection exponents between planar Brownian motions or random walks, confirming predictions from theoretical physics by Duplantier and Kwon. Let B and B' be independent Brownian motions (or simple random…

概率论 · 数学 2008-11-26 Gregory F. Lawler , Oded Schramm , Wendelin Werner

We study the clusters of loops in a Brownian loop soup in some bounded two-dimensional domain with subcritical intensity $\theta \in (0,1/2]$. We obtain an exact expression for the asymptotic probability of the existence of a cluster…

概率论 · 数学 2025-11-17 Antoine Jego , Titus Lupu , Wei Qian

We define and study a family of generalized non-intersection exponents for planar Brownian motions that is indexed by subsets of the complex plane: For each $A\subset\CC$, we define an exponent $\xi(A)$ that describes the decay of certain…

概率论 · 数学 2007-05-23 Vincent Beffara

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…

概率论 · 数学 2021-05-03 Elie Aïdékon , Yueyun Hu , Zhan Shi

Two spectral triples are introduced for a class of fractals in R^n. The definitions of noncommutative Hausdorff dimension and noncommutative tangential dimensions, as well as the corresponding Hausdorff and Hausdorff-Besicovitch functionals…

算子代数 · 数学 2009-09-29 Daniele Guido , Tommaso Isola

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.

概率论 · 数学 2008-08-05 Richard Kiefer , Peter Morters

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…

概率论 · 数学 2008-11-26 Gregory F. Lawler , Oded Schramm , Wendelin Werner

Consider the motion of a Brownian particle in three dimensions, whose two spatial coordinates are standard Brownian motions with zero drift, and the remaining (unknown) spatial coordinate is a standard Brownian motion with a non-zero drift.…

概率论 · 数学 2018-12-19 Philip Ernst , Goran Peskir , Quan Zhou

Using elliptic regularity results in weighted spaces, stochastic calculus and the theory of non-symmetric Dirichlet forms, we first show weak existence of non-symmetric distorted Brownian motion for any starting point in some domain $E$ of…

概率论 · 数学 2016-11-16 Michael Röckner , Jiyong Shin , Gerald Trutnau

Partially motivated by the desire to better understand the connectivity phase transition in fractal percolation, we introduce and study a class of continuum fractal percolation models in dimension d greater than or equal to 2. These include…

概率论 · 数学 2010-12-30 Erik I. Broman , Federico Camia

We consider systems of multiple Brownian particles in one dimension that repel mutually via a logarithmic potential on the real line, more specifically the Dyson model. These systems are characterized by a parameter that controls the…

概率论 · 数学 2023-02-22 Nicole Hufnagel , Sergio Andraus

We study the occurrence of curved three-point configurations in fractal subsets of the real line. We prove that if \(E \subset [0,1]\) is a compact set with sufficiently large Hausdorff dimension, then \(E\) contains a curved three-point…

经典分析与常微分方程 · 数学 2026-04-29 Surjeet Singh Choudhary , Chong-Wei Liang , Chun-Yen Shen
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