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arxiv: 1506.02021 · v2 · pith:JVPRVXMAnew · submitted 2015-06-05 · 🧮 math.PR

The spans in Brownian motion

classification 🧮 math.PR
keywords spanalmostsurelybrowniandimensionhausdorffmathbbmotion
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For $d \in \{1,2,3\}$, let $(B^d_t;~ t \geq 0)$ be a $d$-dimensional standard Brownian motion. We study the $d$-Brownian span set $Span(d):=\{t-s;~ B^d_s=B^d_t~\mbox{for some}~0 \leq s \leq t\}$. We prove that almost surely the random set $Span(d)$ is $\sigma$-compact and dense in $\mathbb{R}_{+}$. In addition, we show that $Span(1)=\mathbb{R}_{+}$ almost surely; the Lebesgue measure of $Span(2)$ is $0$ almost surely and its Hausdorff dimension is $1$ almost surely; and the Hausdorff dimension of $Span(3)$ is $\frac{1}{2}$ almost surely. We also list a number of conjectures and open problems.

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