Effective dimension of points visited by Brownian motion

نویسندگان

  • Bjørn Kjos-Hanssen
  • Anil Nerode
چکیده

We consider the individual points on a Martin-Löf random path of Brownian motion. We show (1) that Khintchine’s law of the iterated logarithm holds at almost all points; and (2) there exist points (besides the trivial example of the origin) having effective dimension < 1. The proof of (1) amounts essentially to showing for almost all times t, the path f is random relative to t and the dimension of (t, f(t)) is 2.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

On the most visited sites of planar Brownian motion

Let (Bt : t ≥ 0) be a standard planar Brownian motion. Dvoretzky, Erdős and Kakutani (1958) first showed that, almost surely, there exist points x in the plane such that {t ≥ 0: Bt = x}, the set of times where the Brownian path visits x, is uncountably infinite. Modern proofs of this fact are given in Le Gall (1987) and Mörters and Peres (2010). The result naturally raises the question: How lar...

متن کامل

CFD simulations on natural convection heat transfer of alumina-water nanofluid with Brownian motion effect in a 3-D enclosure

The CFD simulation has been undertaken concerning natural convection heat transfer of a nanofluid in vertical square enclosure, whose dimension, width height length (mm), is 40 40 90, respectively. The nanofluid used in the present study is -water with various volumetric fractions of the alumina nanoparticles ranging from 0-3%. The Rayleigh number is . Fluent v6.3 is used to simulate nanofluid ...

متن کامل

The rapid points of a complex oscillation

By considering a counting-type argument on Brownian sample paths, we prove a result similar to that of Orey and Taylor on the exact Hausdorff dimension of the rapid points of Brownian motion. Because of the nature of the proof we can then apply the concepts to so-called complex oscillations (or algorithmically random Brownian motion), showing that their rapid points have the same dimension.

متن کامل

Geometric Properties of 2-dimensional Brownian Paths

Let A be the set of all points of the plane C, visited by 2-dimensional Brownian motion before time 1. With probability 1, all points of A are “twist points” except a set of harmonic measure zero. “Twist points” may be continuously approached in C \ A only along a special spiral. Although negligible in the sense of harmonic measure, various classes of “cone points” are dense in A, with probabil...

متن کامل

Geometric and Fractal Properties of Brownian Motion and Random Walk Paths in Two and Three Dimensions

There is a close relationship between critical exponents for proa-bilities of events and fractal properties of paths of Brownian motion and random walk in two and three dimensions. Cone points, cut points, frontier points, and pioneer points for Brownian motion are examples of sets whose Hausdorr dimension can be given in terms of corresponding exponents. In the latter three cases, the exponent...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • Theor. Comput. Sci.

دوره 410  شماره 

صفحات  -

تاریخ انتشار 2009