| Strict Concavity of the Half Plane Intersection Exponent for Planar Brownian Motion (2000) | |||||||||||||
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| The intersection exponents for planar Brownian motion measure the exponential decay of probabilities of nonintersection of paths. We study the intersection exponent $xi(lambda_1,lambda_2)$ for Brownian motion restricted to a half plane which by conformal invariance is the same as Brownian motion restricted to an infinite strip. We show that $xi$ is a strictly concave function. This result is used in another paper to establish a universality result for conformally invariant intersection exponents. | |||||||||||||
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