Probability Seminar - Cheuk Yin (Ken) Lee

Institution: Michigan State University
Title: Hitting Probability and Hausdorff Dimension of the Brownian Sheet
Date: Thursday, November 30, 2017
Location: C405 Wells Hall
Time: 3:00 PM - 3:50 PM

Abstract:
Let W(t) be a Brownian sheet. We prove a necessary and sufficient condition for W(E) to intersect F with positive probability, where E and F are compact sets, and we also find the essential supremum of Hausdorff dimension of the intersection. This extends previous results for the Brownian motion (Khoshnevisan and Xiao, 2015). In this talk, we will present the results and describe how the hitting probability and Hausdorff dimension are related to certain forms of “capacity” of E and F.