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On the Hausdorff measure of Brownian paths in the plane

Published online by Cambridge University Press:  24 October 2008

P. Erdős
Affiliation:
University of Birmingham
S. J. Taylor
Affiliation:
University of Birmingham

Extract

Ω will denote the space of all plane paths ω, so that ω is a short way of denoting the curve . we assume that there is a probability measure μ defined on a Borel field of (measurable) subsets of Ω, so that the system (Ω, , μ) forms a mathematical model for Brownian paths in the plane. [For details of the definition of μ, see for example (9).] let L(a, b; μ) be the plane set of points z(t, ω) for atb. Then with probability 1, L(a, b; μ) is a continuous curve in the plane. The object of the present note is to consider the measure of this point set L(a, b; ω).

Type
Research Article
Copyright
Copyright © Cambridge Philosophical Society 1961

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References

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