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research article
Critical Brownian Sheet Does Not Have Double Points
We derive a decoupling formula for the Brownian sheet which has the following ready consequence: An N-parameter Brownian sheet in R-d 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.
Type
research article
Web of Science ID
WOS:000306825000011
Authors
Publication date
2012
Published in
Volume
40
Start page
1829
End page
1859
Peer reviewed
REVIEWED
EPFL units
Available on Infoscience
August 24, 2012
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