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Simple random covering, disconnection, late and favorite points. (English) Zbl 1099.60028
Sanz-Solé, Marta (ed.) et al., Proceedings of the international congress of mathematicians (ICM), Madrid, Spain, August 22–30, 2006. Volume III: Invited lectures. Zürich: European Mathematical Society (EMS) (ISBN 978-3-03719-022-7/hbk). 535-558 (2006).
Summary: We review recent advances in the study of the fractal nature of certain random sets, the key to which is a multi-scale truncated second moment method. We focus on some of the fine properties of the sample path of the most basic stochastic processes such as the simple random walk and the Brownian motion. As we shall see, probability on trees inspires many of our proofs, with trees used to model the relevant correlation structure. Along the way we also mention a few open problems.
For the entire collection see [Zbl 1095.00006].

MSC:
60G17 Sample path properties
28A80 Fractals
60J65 Brownian motion
82C41 Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics
60G50 Sums of independent random variables; random walks
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