EconPapers    
Economics at your fingertips  
 

The Hausdorff Dimension of the Double Points on the Brownian Frontier

Richard Kiefer () and Peter Mörters ()
Additional contact information
Richard Kiefer: RWE Power AG
Peter Mörters: University of Bath

Journal of Theoretical Probability, 2010, vol. 23, issue 2, 605-623

Abstract: Abstract The frontier of a planar Brownian motion is the boundary of the unbounded component of the complement of its range. In this paper, we find the Hausdorff dimension of the set of double points on the frontier.

Keywords: Brownian motion; Self-intersections; Double points; Frontier; Outer boundary; Disconnection exponent; Mandelbrot conjecture; Hausdorff dimension; 60J65; 60G17 (search for similar items in EconPapers)
Date: 2010
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10959-009-0262-2 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jotpro:v:23:y:2010:i:2:d:10.1007_s10959-009-0262-2

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/10959

DOI: 10.1007/s10959-009-0262-2

Access Statistics for this article

Journal of Theoretical Probability is currently edited by Andrea Monica

More articles in Journal of Theoretical Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

 
Page updated 2025-03-20
Handle: RePEc:spr:jotpro:v:23:y:2010:i:2:d:10.1007_s10959-009-0262-2