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Autores principales: Lee, Cheuk Yin, Xiao, Yimin
Formato: Preprint
Publicado: 2025
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Acceso en línea:https://arxiv.org/abs/2501.14255
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author Lee, Cheuk Yin
Xiao, Yimin
author_facet Lee, Cheuk Yin
Xiao, Yimin
contents Let $W= \{W(t): t \in \mathbb{R}_+^N \}$ be an $(N, d)$-Brownian sheet and let $E \subset (0, \infty)^N$ and $F \subset \mathbb{R}^d$ be compact sets. We prove a necessary and sufficient condition for $W(E)$ to intersect $F$ with positive probability and determine the essential supremum of the Hausdorff dimension of the intersection set $W(E)\cap F$ in terms of the thermal capacity of $E \times F$. This extends the previous results of Khoshnevisan and Xiao (2015) for the Brownian motion and Khoshnevisan and Shi (1999) for the Brownian sheet in the special case when $E \subset (0, \infty)^N$ is an interval.
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spellingShingle Hitting probabilities, thermal capacity, and Hausdorff dimension results for the Brownian sheet
Lee, Cheuk Yin
Xiao, Yimin
Probability
Let $W= \{W(t): t \in \mathbb{R}_+^N \}$ be an $(N, d)$-Brownian sheet and let $E \subset (0, \infty)^N$ and $F \subset \mathbb{R}^d$ be compact sets. We prove a necessary and sufficient condition for $W(E)$ to intersect $F$ with positive probability and determine the essential supremum of the Hausdorff dimension of the intersection set $W(E)\cap F$ in terms of the thermal capacity of $E \times F$. This extends the previous results of Khoshnevisan and Xiao (2015) for the Brownian motion and Khoshnevisan and Shi (1999) for the Brownian sheet in the special case when $E \subset (0, \infty)^N$ is an interval.
title Hitting probabilities, thermal capacity, and Hausdorff dimension results for the Brownian sheet
topic Probability
url https://arxiv.org/abs/2501.14255