Hitting probabilities, thermal capacity, and Hausdorff dimension results for the Brownian sheet

Cheuk Yin Lee, Yimin Xiao

Published 2025-01-24Version 1

Let $W= \{W(t): t \in \mathbb{R}_+^N \}$ be an $(N, d)$-Brownian sheet and let $E \subset (0, \infty)^N$ and $F \subset \mathbb{R}^d$ be compact sets. We prove a necessary and sufficient condition for $W(E)$ to intersect $F$ with positive probability and determine the essential supremum of the Hausdorff dimension of the intersection set $W(E)\cap F$ in terms of the thermal capacity of $E \times F$. This extends the previous results of Khoshnevisan and Xiao (2015) for the Brownian motion and Khoshnevisan and Shi (1999) for the Brownian sheet in the special case when $E \subset (0, \infty)^N$ is an interval.