Brownian intersections, cover times and thick points via trees

Details Brownian intersections, cover times and thick points via trees Brownian intersections, cover times and thick points via trees

2003-04-24

arxiv.org/abs/math/0304370v1

Proceedings of the ICM, Beijing 2002, vol. 3, 73--78

Mathematics

Probability

Scientific paper

There is a close connection between intersections of Brownian motion paths and percolation on trees. Recently, ideas from probability on trees were an important component of the multifractal analysis of Brownian occupation measure, in joint work with A. Dembo, J. Rosen and O. Zeitouni. As a consequence, we proved two conjectures about simple random walk in two dimensions: The first, due to Erd\H{o}s and Taylor (1960), involves the number of visits to the most visited lattice site in the first $n$ steps of the walk. The second, due to Aldous (1989), concerns the number of steps it takes a simple random walk to cover all points of the $n$ by $n$ lattice torus. The goal of the lecture is to relate how methods from probability on trees can be applied to random walks and Brownian motion in Euclidean space.

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