Non-intersection exponents for Brownian paths. Part I: Existence and an invariance principle

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Non-intersection exponents for Brownian paths. Part I: Existence and an invariance principle

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Title: Non-intersection exponents for Brownian paths. Part I: Existence and an invariance principle
Author: Burdzy, Krzysztof; Lawler, Gregory F.
Abstract: 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] lim [subscript]r [to infinity] -log p [subscript]r / log r exists and is equal to a similar "non-intersection exponent" for random walks. Analogous results hold in [the set of real numbers squared] and for more than two paths.
URI: http://hdl.handle.net/1773/2165

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