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We show that the image of a 2-dimensional set under d-dimensional, 2-parameter Brownian sheet can have positive Lebesgue measure, if and only if the set in question has positive (d/2)-dimensional Bessel-Riesz capacity. Our methods solve a…

概率论 · 数学 2007-05-23 Davar Khoshnevisan

Let $B^H = \{ B^H(t), t\in\mathbb{R}^N \}$ be an $(N,d)$-fractional Brownian sheet with Hurst index $H=(H_1,\dotsc,H_N)\in (0,1)^N$. The main objective of the present paper is to study the Hausdorff dimension of the image sets $B^H(F+t)$,…

概率论 · 数学 2015-07-31 Paul Balança

Let $B^{H}$ be a fractional Brownian motion in $\mathbb{R}^{d}$ of Hurst index $H\in\left(0,1\right)$, $f:\left[0,1\right]\longrightarrow\mathbb{R}^{d}$ a Borel function and $A\subset\left[0,1\right]$ a Borel set. We provide sufficient…

概率论 · 数学 2021-12-08 Youssef Hakiki , Mohamed Erraoui

Nils Tongring (1987) proved sufficient conditions for a compact set to contain $k$-tuple points of a Brownian motion. In this paper, we extend these findings to the fractional Brownian motion. Using the property of strong local…

概率论 · 数学 2020-03-09 Mark Landry , Cheuk Yin Lee , Paige Pearcy

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

We prove that if the Hausdorff dimension of a compact subset of ${\mathbb R}^d$ is greater than $\frac{d+1}{2}$, then the set of angles determined by triples of points from this set has positive Lebesgue measure. Sobolev bounds for…

经典分析与常微分方程 · 数学 2011-11-01 Alex Iosevich , Mihalis Mourgoglou , Eyvindur Palsson

Let $W= \{W(t): t \in \mathbb{R}_+^N \}$ be an $(N, d)$-Brownian sheet and let $E \subset (0, \infty)^N$ and $F \subset \mathbb{R}^d$ be compact sets. We prove a necessary and sufficient condition for $W(E)$ to intersect $F$ with positive…

概率论 · 数学 2025-10-10 Cheuk Yin Lee , Yimin Xiao

In this last decade, an important stochastic model emerged: the Brownian map. It is the limit of various models of random combinatorial maps after rescaling: it is a random metric space with Hausdorff dimension 4, almost surely homeomorphic…

概率论 · 数学 2020-01-22 Luca Lionni , Jean-François Marckert

The bijectivity of the mapping, which is represented as expectation, from a family of Gaussian measures parametrized by linear combinations of Dirac measures to the space of classical reflectionless potentials is shown. It is also shown…

概率论 · 数学 2007-05-23 Setsuo Taniguchi

Denote by $H(t)=(H_1(t),...,H_N(t))$ a function in $t\in{\mathbb{R}}_+^N$ with values in $(0,1)^N$. Let $\{B^{H(t)}(t)\}=\{B^{H(t)}(t),t\in{\mathbb{R}}^N_+\}$ be an $(N,d)$-multifractional Brownian sheet (mfBs) with Hurst functional $H(t)$.…

概率论 · 数学 2008-10-27 Mark Meerschaert , Dongsheng Wu , Yimin Xiao

We determine the exact Hausdorff measure functions for the range and level sets of a class of Gaussian random fields satisfying sectorial local nondeterminism and other assumptions. We also establish a Chung-type law of the iterated…

概率论 · 数学 2020-12-08 Cheuk Yin Lee

We show that, under certain natural assumptions, large random plane bipartite maps with a boundary converge after rescaling to a one-parameter family ($\mathrm{BD}_L$, $0 < L < \infty$) of random metric spaces homeomorphic to the closed…

概率论 · 数学 2016-02-12 Jérémie Bettinelli , Gregory Miermont

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

Let $B^{\alpha_i}$ be an $(N_i,d)$-fractional Brownian motion with Hurst index ${\alpha_i}$ ($i=1,2$), and let $B^{\alpha_1}$ and $B^{\alpha_2}$ be independent. We prove that, if $\frac{N_1}{\alpha_1}+\frac{N_2}{\alpha_2}>d$, then the…

概率论 · 数学 2009-04-07 Dongsheng Wu , Yimin Xiao

Since the classical work of L\'evy, it is known that the local time of Brownian motion can be characterized through the limit of level crossings. While subsequent extensions of this characterization have primarily focused on Markovian or…

概率论 · 数学 2023-08-17 Purba Das , Rafał Łochowski , Toyomu Matsuda , Nicolas Perkowski

We consider the Brown measure of $a+\mathfrak{c}$, where $a$ lies in a commutative tracial von Neumann algebra $\mathcal{B}$ and $\mathfrak{c}$ is a $\mathcal{B}$-valued circular element. Under certain regularity conditions on $a$ and the…

概率论 · 数学 2026-05-01 Johannes Alt , Torben Krüger

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…

概率论 · 数学 2017-02-28 Robert C. Dalang , T. Mountford

This paper concerns the intermediate dimensions, a spectrum of dimensions that interpolate between the Hausdorff and box dimensions. Potential theoretic methods are used to produce dimension bounds for images of sets under H\"older maps and…

度量几何 · 数学 2021-10-05 Stuart A. Burrell

The Brownian map is a random geodesic metric space arising as the scaling limit of random planar maps. We strengthen the so-called confluence of geodesics phenomenon observed at the root of the map, and with this, reveal several properties…

概率论 · 数学 2025-11-18 Omer Angel , Brett Kolesnik , Grégory Miermont

We show that the increments of the KPZ fixed point started from arbitrary initial data are \emph{mutually} absolutely continuous with respect to Brownian motion with diffusion parameter $2$ on compacts, extending the one-sided Brownian…

概率论 · 数学 2026-04-07 Pantelis Tassopoulos , Sourav Sarkar
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