Let X and Y be independent three-dimensional Brownian motions, X(0) = (0; 0; 0), Y (0) = (1; 0; 0) and let p [subscript]r = P(X[0; r] [intersected with] Y [0; r] = [empty set]. Then the "non-
intersection exponent" [from] ...

Burdzy, Krzysztof; Lawler, Gregory F.(Institute of Mathematical Statistics, 1990-07)

Let X and Y be independent two-dimensional Brownian motions, X(0) = (0; 0); Y(0) = ([epsilon]; 0), and let p([epsilon]) = P(X[0; 1] [intersected with] Y [0; 1] = [empty set], q([epsilon]) = {Y [0; 1] does not contain a ...