Sets avoided by Brownian motion

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Burdzy, Krzysztof
Adelman, Omer
Pemantle, Robin

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Institute of Mathematical Statistics

Abstract

A fixed two-dimensional projection of a three-dimensional Brownian motion is almost surely neighborhood recurrent; is this simultaneously true of all the two-dimensional projections with probability one? Equivalently: three-dimensional Brownian motion hits any infinite cylinder with probability one; does it hit all cylinders? This papers shows that the answer is no. Brownian motion in three dimensions avoids random cylinders and in fact avoids bodies of revolution that grow almost as fast as cones.

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Citation

Adelman, O., K. Burdzy, & R. Pemantle. (1998). Sets avoided by Brownian motion. Annals of Probability, 26(2), 429-464.

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