Non-intersection exponents for Brownian paths. Part I: Existence and an invariance principle
| dc.contributor.author | Burdzy, Krzysztof | |
| dc.contributor.author | Lawler, Gregory F. | |
| dc.date.accessioned | 2005-11-17T01:43:18Z | |
| dc.date.available | 2005-11-17T01:43:18Z | |
| dc.date.issued | 1990 | |
| dc.description.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. | en |
| dc.description.sponsorship | Burdzy was supported in part by NSF grant DMS 8702620. Lawler was supported by NSF grant DMS 8702879 and an Alfred P. Sloan Research Fellowship. | en |
| dc.format.extent | 223430 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.identifier.citation | Burdzy, K. & G.F. Lawler. (1990). Non-intersection exponents for Brownian paths. Part I: Existence and an invariance principle. Probability Theory and Related Fields, 84, 393-410. | en |
| dc.identifier.uri | http://hdl.handle.net/1773/2165 | |
| dc.language.iso | en_US | |
| dc.publisher | Springer-Verlag GmbH | en |
| dc.title | Non-intersection exponents for Brownian paths. Part I: Existence and an invariance principle | en |
| dc.type | Article | en |