The Annals of Probability

Self-Intersections of Random Fields

Jay Rosen

Full-text: Open access

Abstract

We show how to use local times to analyze the self-intersections of random fields. In particular, we compute the Hausdorff dimension of $r$-multiple times for Brownian motion in the plane, Brownian sheets and Levy's multiparameter Brownian motion.

Article information

Source
Ann. Probab., Volume 12, Number 1 (1984), 108-119.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aop/1176993376

Digital Object Identifier
doi:10.1214/aop/1176993376

Mathematical Reviews number (MathSciNet)
MR723732

Zentralblatt MATH identifier
0536.60066

JSTOR
links.jstor.org

Subjects
Primary: 60G60: Random fields
Secondary: 60G17: Sample path properties

Keywords
Local time intersections of random fields Hausdorff dimension

Citation

Rosen, Jay. Self-Intersections of Random Fields. Ann. Probab. 12 (1984), no. 1, 108--119. doi:10.1214/aop/1176993376. https://projecteuclid.org/euclid.aop/1176993376


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