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The Brownian zero set is uncountable
Statement
Let be a standard Brownian motion and let be its zero set The Brownian zero set. Almost surely, for every the set is uncountable. In particular the zero set is almost surely uncountable in every nondegenerate interval , although by The Brownian zero set has Lebesgue measure zero it has Lebesgue measure zero there.
Facts & Assumptions
Given: AC, a standard Brownian motion , its zero set , and .
is a closed subset of containing , and is compact. The Brownian zero set
Almost surely every point of is a limit point of , so has no isolated points. The Brownian zero set has no isolated points
Almost surely for every integer horizon . The Brownian zero set has Lebesgue measure zero
A set is perfect when it is closed and has no isolated points; every nonempty perfect subset of is uncountable. Perfect subset of : closed with no isolated points Every nonempty perfect subset of is uncountable
The rationals are dense in . The rationals embed densely in the reals
AC is the ambient assumption of the Brownian interfaces. The Axiom of Choice
Proof
Fix a rational with ; then is nonempty because , it is closed in as the intersection of the closed set with the closed interval , and it has no isolated points: for one has , and by [F2] there are zeros of different from in every neighbourhood of , which for a neighbourhood of radius lie in .
Almost surely, for every there is a rational with : by [F3] and monotonicity of Lebesgue measure, , so ; picking , openness of the complement of the closed set supplies a neighbourhood of disjoint from , and [F5] supplies a rational in that neighbourhood with .
On the probability-one event of [step 1.2] and [F2], and for a rational as there, [step 1.1] exhibits as a nonempty perfect subset of ; by [F4] it is uncountable, and since , the set is uncountable.
The cases are covered: is required, so the interval is nondegenerate; the rational is chosen strictly inside so that the potential isolated point of is excluded by ; the statement is asserted simultaneously for all on one probability-one event, obtained by intersecting the countably many events of [step 1.2] over rational and using monotonicity in ; and AC enters only through [F6].
Source notes
Sousi, Theorem 6.39, states the zero set is almost surely closed with no isolated points, and Durrett, Section 7.4.1, derives uncountability from closedness and the absence of isolated points by the perfect-set theorem. The corollary adds the explicit choice of a rational point outside inside every horizon, which is what makes the subset used in the perfect-set theorem nonempty and genuinely free of the terminal-point exception.
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Sources
- Perla Sousi, Advanced Probability, Theorem 6.39, printed p. 71 (standard reference, not scraped)
- Rick Durrett, Probability: Theory and Examples, fifth edition, Section 7.4.1 (standard reference, not scraped)