Applied Math Seminar
Spring Quarter 2001
Sloan Mathematics Corner


April 27, 2001
12:00 Noon
Building 380, Room 383-N

Robin Pemantle
Mathematics Department
Ohio State University

Regular points and the potential theory of
self-intersections of Markov processes

Abstract:

Run Brownian motion in the plane for unit time. The probability of hitting a set A is easily estimated using potential theory. What about the probability that A contains a double point of the Brownian path? Straightforward potential theory will tell whether this is zero or not. To get a potential-theoretic estimate, one must re-examine the notion of a regular point.

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