ar X iv : m at h / 04 04 10 5 v 1 [ m at h . PR ] 5 A pr 2 00 4 What is the probability of intersecting the set of Brownian double points ?

نویسنده

  • Yuval Peres
چکیده

We give potential theoretic estimates for the probability that a set A contains a double point of planar Brownian motion run for unit time. Unlike the probability for A to intersect the range of a Markov Process, this cannot be estimated by a capacity of the set A. Instead, we introduce the notion of a capacity with respect to two gauge functions simultaneously. We also give a polar decomposition of A into a set that never intersects the set of Brownian double points and a set for which intersection with the set of Brownian double points is the same as intersection with the Brownian path.

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تاریخ انتشار 2004