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arxiv: 1702.08183 · v1 · pith:Y5E7D4DAnew · submitted 2017-02-27 · 🧮 math.PR

Hausdorff dimension of the boundary of bubbles of additive Brownian motion and of the Brownian sheet

classification 🧮 math.PR
keywords brownianadditiveboundarydimensionhausdorffmathbbmotionsheet
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We first consider the additive Brownian motion process $(X(s_1,s_2),\ (s_1,s_2) \in \mathbb{R}^2)$ defined by $X(s_1,s_2) = Z_1(s_1) - Z_2 (s_2)$, where $Z_1$ and $Z_2 $ are two independent (two-sided) Brownian motions. We show that with probability one, the Hausdorff dimension of the boundary of any connected component of the random set $\{(s_1,s_2)\in \mathbb{R}^2: X(s_1,s_2) >0\}$ is equal to $$ \frac{1}{4}\left(1 + \sqrt{13 + 4 \sqrt{5}}\right) \simeq 1.421\, . $$ Then the same result is shown to hold when $X$ is replaced by a standard Brownian sheet indexed by the nonnegative quadrant.

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