Mathematics – Probability
Scientific paper
2000-03-27
ActaMath.187:275-308,2001
Mathematics
Probability
To appear in Acta Mathematica
Scientific paper
We derive the exact value of intersection exponents between planar Brownian motions or random walks, confirming predictions from theoretical physics by Duplantier and Kwon. Let B and B' be independent Brownian motions (or simple random walks) in the plane, started from distinct points. We prove that the probability that the paths B[0,t] and B'[0,t] do not intersect decays like t^{-5/8}. More precisely, there is a constant c>0 such that if |B(0) - B'(0)| =1, for all t \ge 1, c^{-1} t^{-5/8} \le \P[ B[0,t] \cap B'[0,t] = \emptyset ] \le c t^{-5/8}. One consequence is that the set of cut-points of B[0,1] has Hausdorff dimension 3/4 almost surely. The values of other exponents are also derived. Using an analyticity result, which is to be established in a forthcoming paper, it follows that the Hausdorff dimension of the outer boundary of B[0,1] is 4/3, as conjectured by Mandelbrot. The proofs are based on a study of SLE_6 (stochastic Loewner evolution with parameter 6), a recently discovered process which conjecturally is the scaling limit of critical percolation cluster boundaries. The exponents of SLE_6 are calculated, and they agree with the physicists' predictions for the exponents for critical percolation and self-avoiding walks. From the SLE_6 exponents the Brownian intersection exponents are then derived.
Lawler Gregory F.
Schramm Oded
Werner Wendelin
No associations
LandOfFree
Values of Brownian intersection exponents II: Plane exponents does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with Values of Brownian intersection exponents II: Plane exponents, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Values of Brownian intersection exponents II: Plane exponents will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-199271