## Density theorems for the intersection local times of planar Brownian motion

- We show that the intersection local times \(\mu_p\) on the intersection of \(p\) independent planar Brownian paths have an average density of order three with respect to the gauge function \(r^2\pi\cdot (log(1/r)/\pi)^p\), more precisely, almost surely, \[ \lim\limits_{\varepsilon\downarrow 0} \frac{1}{log |log\ \varepsilon|} \int_\varepsilon^{1/e} \frac{\mu_p(B(x,r))}{r^2\pi\cdot (log(1/r)/\pi)^p} \frac{dr}{r\ log (1/r)} = 2^p \mbox{ at $\mu_p$-almost every $x$.} \] We also show that the lacunarity distributions of \(\mu_p\), at \(\mu_p\)-almost every point, is given as the distribution of the product of \(p\) independent gamma(2)-distributed random variables. The main tools of the proof are a Palm distribution associated with the intersection local time and an approximation theorem of Le Gall.

Author: | Peter Mörters |
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URN (permanent link): | urn:nbn:de:hbz:386-kluedo-7988 |

Serie (Series number): | Preprints (rote Reihe) des Fachbereich Mathematik (303) |

Document Type: | Preprint |

Language of publication: | English |

Year of Completion: | 1999 |

Year of Publication: | 1999 |

Publishing Institute: | Technische Universität Kaiserslautern |

Tag: | Brownian motion ; Palm distribution ; average density ; density distribution ; intersection local time ; lacunarity distribution ; logarithmic average |

Note: | The paper is a continuation of Number 296 of the same series and will be embedded in a larger joint project with N.R.Shieh (Taipeh). |

Faculties / Organisational entities: | Fachbereich Mathematik |

DDC-Cassification: | 510 Mathematik |

MSC-Classification (mathematics): | 28A75 Length, area, volume, other geometric measure theory [See also 26B15, 49Q15] |

28A80 Fractals [See also 37Fxx] | |

60G17 Sample path properties | |

60J65 Brownian motion [See also 58J65] |