Thick points for intersections of planar sample paths

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 $n^{1-2\pi b+o(1)}$ 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 $\limsup _{r \rightarrow 0} \mathcal {I} (x,r)/(r^2|\log r|^4)=a^2$, 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 $K$.