INTERSECTION-EQUIVALENCE OF BROWNIAN PATHS AND CERTAIN BRANCHING-PROCESSES

Authors
Citation
Y. Peres, INTERSECTION-EQUIVALENCE OF BROWNIAN PATHS AND CERTAIN BRANCHING-PROCESSES, Communications in Mathematical Physics, 177(2), 1996, pp. 417-434
Citations number
50
Categorie Soggetti
Mathematical Method, Physical Science","Physycs, Mathematical
ISSN journal
00103616
Volume
177
Issue
2
Year of publication
1996
Pages
417 - 434
Database
ISI
SICI code
0010-3616(1996)177:2<417:IOBPAC>2.0.ZU;2-8
Abstract
We show that sample paths of Brownian motion (and other stable process es) intersect the same sets as certain random Canter sets constructed by a branching process. With this approach, the classical result that two independent Brownian paths in four dimensions do not intersect red uces to the dying out of a critical branching process, and estimates d ue to Lawler (1982) for the long-range intersection probability of sev eral random walk paths, reduce to Kolmogorov's 1938 law for the lifeti me of a critical branching process. Extensions to random walks with lo ng jumps and applications to Hausdorff dimension are also derived.