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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.

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Metadaten
Verfasser*innenangaben:Peter Mörters
URN:urn:nbn:de:hbz:386-kluedo-7988
Schriftenreihe (Bandnummer):Preprints (rote Reihe) des Fachbereich Mathematik (303)
Dokumentart:Preprint
Sprache der Veröffentlichung:Englisch
Jahr der Fertigstellung:1999
Jahr der Erstveröffentlichung:1999
Veröffentlichende Institution:Technische Universität Kaiserslautern
Datum der Publikation (Server):03.04.2000
Freies Schlagwort / Tag:Brownian motion; Palm distribution; average density; density distribution; intersection local time; lacunarity distribution; logarithmic average
Bemerkung:
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); Altdaten, kein Volltext verfügbar ; Printversion in Bereichsbibliothek Mathematik vorhanden: MAT 144/610-303
Fachbereiche / Organisatorische Einheiten:Kaiserslautern - Fachbereich Mathematik
DDC-Sachgruppen:5 Naturwissenschaften und Mathematik / 510 Mathematik
MSC-Klassifikation (Mathematik):28-XX MEASURE AND INTEGRATION (For analysis on manifolds, see 58-XX) / 28Axx Classical measure theory / 28A75 Length, area, volume, other geometric measure theory [See also 26B15, 49Q15]
28-XX MEASURE AND INTEGRATION (For analysis on manifolds, see 58-XX) / 28Axx Classical measure theory / 28A80 Fractals [See also 37Fxx]
60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Gxx Stochastic processes / 60G17 Sample path properties
60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Jxx Markov processes / 60J65 Brownian motion [See also 58J65]
Lizenz (Deutsch):Standard gemäß KLUEDO-Leitlinien vor dem 27.05.2011