Critical Brownian sheet does not have double points

• Autores: Robert C. Dalang, Davar Khoshnevisan, Eulalia Nualart , Dongsheng Wu, Yimin Xiao
• Localización: Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 40, Nº. 4, 2012, págs. 1829-1859
• Idioma: inglés
• DOI: 10.1214/11-AOP665
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• Resumen

  • We derive a decoupling formula for the Brownian sheet which has the following ready consequence: An N-parameter Brownian sheet in Rd has double points if and only if d<4N. In particular, in the critical case where d=4N, the Brownian sheet does not have double points. This answers an old problem in the folklore of the subject. We also discuss some of the geometric consequences of the mentioned decoupling, and establish a partial result concerning k-multiple points in the critical case k(d−2N)=d.