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Thick points for intersections of planar sample paths
Authors:Amir Dembo   Yuval Peres   Jay Rosen   Ofer Zeitouni
Affiliation:Departments of Mathematics and Statistics, Stanford University, Stanford, California 94305 ; Department of Statistics, University of California Berkeley, Berkeley, California 94720 and Institute of Mathematics, Hebrew University, Jerusalem, Israel ; Department of Mathematics, College of Staten Island, CUNY, Staten Island, New York 10314 ; Department of Electrical Engineering, Technion, Haifa 32000, Israel
Abstract:Let $L_n^{X}(x)$ denote the number of visits to $x in mathbf{Z} ^2$ of the simple planar random walk $X$, up to step $n$. Let $X'$ be another simple planar random walk independent of $X$. We show that for any $0<b<1/(2 pi)$, there are $n^{1-2pi b+o(1)}$ points $x in mathbf{Z}^2$ for which $L_n^{X}(x)L_n^{X'}(x)geq b^2 (log n)^4$. This is the discrete counterpart of our main result, that for any $a<1$, the Hausdorff dimension of the set of thick intersection points $x$ for which $limsup_{r rightarrow 0} mathcal{I} (x,r)/(r^2vertlog rvert^4)=a^2$, is almost surely $2-2a$. Here $mathcal{I}(x,r)$ is the projected intersection local time measure of the disc of radius $r$ centered at $x$ for two independent planar Brownian motions run until time $1$. The proofs rely on a ``multi-scale refinement' of the second moment method. In addition, we also consider analogous problems where we replace one of the Brownian motions by a transient stable process, or replace the disc of radius $r$centered at $x$ by $x+rK$ for general sets $K$.

Keywords:Thick points   intersection local time   multi-fractal analysis   stable process
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