{"title":"加性布朗运动气泡和布朗薄片边界的豪斯多夫维数","authors":"R. Dalang, T. Mountford","doi":"10.4064/dm811-9-2021","DOIUrl":null,"url":null,"abstract":"We first consider the additive Brownian motion process $(X(s_1,s_2),\\ (s_1,s_2) \\in \\mathbb{R}^2)$ defined by $X(s_1,s_2) = Z_1(s_1) - Z_2 (s_2)$, where $Z_1$ and $Z_2 $ are two independent (two-sided) Brownian motions. We show that with probability one, the Hausdorff dimension of the boundary of any connected component of the random set $\\{(s_1,s_2)\\in \\mathbb{R}^2: X(s_1,s_2) >0\\}$ is equal to $$ \n\\frac{1}{4}\\left(1 + \\sqrt{13 + 4 \\sqrt{5}}\\right) \\simeq 1.421\\, . $$ Then the same result is shown to hold when $X$ is replaced by a standard Brownian sheet indexed by the nonnegative quadrant.","PeriodicalId":51016,"journal":{"name":"Dissertationes Mathematicae","volume":"1 1","pages":""},"PeriodicalIF":1.5000,"publicationDate":"2017-02-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Hausdorff dimension of the boundary of bubbles of additive Brownian motion and of the Brownian sheet\",\"authors\":\"R. Dalang, T. Mountford\",\"doi\":\"10.4064/dm811-9-2021\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We first consider the additive Brownian motion process $(X(s_1,s_2),\\\\ (s_1,s_2) \\\\in \\\\mathbb{R}^2)$ defined by $X(s_1,s_2) = Z_1(s_1) - Z_2 (s_2)$, where $Z_1$ and $Z_2 $ are two independent (two-sided) Brownian motions. We show that with probability one, the Hausdorff dimension of the boundary of any connected component of the random set $\\\\{(s_1,s_2)\\\\in \\\\mathbb{R}^2: X(s_1,s_2) >0\\\\}$ is equal to $$ \\n\\\\frac{1}{4}\\\\left(1 + \\\\sqrt{13 + 4 \\\\sqrt{5}}\\\\right) \\\\simeq 1.421\\\\, . $$ Then the same result is shown to hold when $X$ is replaced by a standard Brownian sheet indexed by the nonnegative quadrant.\",\"PeriodicalId\":51016,\"journal\":{\"name\":\"Dissertationes Mathematicae\",\"volume\":\"1 1\",\"pages\":\"\"},\"PeriodicalIF\":1.5000,\"publicationDate\":\"2017-02-27\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Dissertationes Mathematicae\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.4064/dm811-9-2021\",\"RegionNum\":3,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Dissertationes Mathematicae","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.4064/dm811-9-2021","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS","Score":null,"Total":0}
Hausdorff dimension of the boundary of bubbles of additive Brownian motion and of the Brownian sheet
We first consider the additive Brownian motion process $(X(s_1,s_2),\ (s_1,s_2) \in \mathbb{R}^2)$ defined by $X(s_1,s_2) = Z_1(s_1) - Z_2 (s_2)$, where $Z_1$ and $Z_2 $ are two independent (two-sided) Brownian motions. We show that with probability one, the Hausdorff dimension of the boundary of any connected component of the random set $\{(s_1,s_2)\in \mathbb{R}^2: X(s_1,s_2) >0\}$ is equal to $$
\frac{1}{4}\left(1 + \sqrt{13 + 4 \sqrt{5}}\right) \simeq 1.421\, . $$ Then the same result is shown to hold when $X$ is replaced by a standard Brownian sheet indexed by the nonnegative quadrant.
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