The structure of a Brownian bubble

DOI10.1007/BF01200206zbMath0794.60047OpenAlexW1976747935MaRDI QIDQ1326254

Robert C. Dalang, John B. Walsh

Publication date: 18 May 1994

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01200206

zbMATH Keywords

asymptotic distributionBrownian sheetsimulationsstandard Brownian motion

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Brownian motion (60J65)

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Level sets of additive Lévy processes, Geography of the level sets of the Brownian sheet, Non-independence of excursions of the Brownian sheet and of additive Brownian motion, Moderate deviations and laws of the iterated logarithm for the local times of additive Lévy processes and additive random walks, Large deviations and laws of the iterated logarithm for the local times of additive stable processes, Nondifferentiability of curves on the Brownian sheet, Brownian Sheet Indexed by ℝN$$\mathbb R^N$$: Local Time and Bubbles, Jordan curves in the level sets of additive Brownian motion, Packing dimension of images of additive Lévy processes, Corner percolation on \(\mathbb Z^{2}\) and the square root of 17, Level crossings of a two-parameter random walk, Self-intersection local times of additive processes: large deviation and law of the iterated logarithm, Large deviations for Riesz potentials of additive processes, Local times of additive Lévy processes., Hausdorff dimension of the boundary of bubbles of additive Brownian motion and of the Brownian sheet

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