{ "id": "1702.08183", "version": "v1", "published": "2017-02-27T08:29:04.000Z", "updated": "2017-02-27T08:29:04.000Z", "title": "Hausdorff dimension of the boundary of bubbles of additive Brownian motion and of the Brownian sheet", "authors": [ "Robert C. Dalang", "T. Mountford" ], "comment": "145 pages, 12 figures", "categories": [ "math.PR" ], "abstract": "We first consider the additive Brownian motion process $(X(s_1,s_2),\\ (s_1,s_2) \\in \\mathbb{R}^2)$ defined by $X(s_1,s_2) = Z_1(s_1) - Z_2 (s_2)$, where $Z_1$ and $Z_2 $ are two independent (two-sided) Brownian motions. We show that with probability one, the Hausdorff dimension of the boundary of any connected component of the random set $\\{(s_1,s_2)\\in \\mathbb{R}^2: X(s_1,s_2) >0\\}$ is equal to $$ \\frac{1}{4}\\left(1 + \\sqrt{13 + 4 \\sqrt{5}}\\right) \\simeq 1.421\\, . $$ Then the same result is shown to hold when $X$ is replaced by a standard Brownian sheet indexed by the nonnegative quadrant.", "revisions": [ { "version": "v1", "updated": "2017-02-27T08:29:04.000Z" } ], "analyses": { "subjects": [ "60G60", "60G17", "60G15" ], "keywords": [ "hausdorff dimension", "standard brownian sheet", "additive brownian motion process", "random set", "probability" ], "note": { "typesetting": "TeX", "pages": 145, "language": "en", "license": "arXiv", "status": "editable" } } }