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Strict Concavity of the Half Plane Intersection Exponent for Planar Brownian Motion

   
@article{EJP64,
	author = {Gregory Lawler},
	title = {Strict Concavity of the Half Plane Intersection Exponent for Planar Brownian Motion},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {5},
	year = {2000},
	keywords = {Brownian motion, intersection exponent},
	abstract = {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.},
	pages = {no. 8, 1-33},
	issn = {1083-6489},
	doi = {10.1214/EJP.v5-64},    
        url = {http://ejp.ejpecp.org/article/view/64}}