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\\(L(t,x)\\) be the local time at \\(x\\) up to time \\(t\\) of a simple symmetric random walk \\(\\{S_s\\}_{s\\in\\mathbb{N}}\\) or a one-dimensional standard Brownian motion \\(\\{B_s\\}_{s\\geq 0}\\) and consider the largest favourite (= most visited) site up to time \\(t\\) NEWLINE\\[NEWLINEU(t)= \\sup_x \\Biggl\\{x: L(t, x)= \\sup_y L(t,y)\\Biggr\\}.NEWLINE\\]NEWLINE The study of the asymptotic behaviour of \\(U\\) was initiated by \\textit{P. Erd\u0151s} and \\textit{P. R\u00e9v\u00e9sz} [in: Mathematical structures, computational mathematics, mathematical modelling 2, 152-157 (1984; Zbl 0593.60072)] and \\textit{R. F. Bass} and \\textit{P. S. Griffin} [Z. Wahrscheinlichkeitstheorie Verw. Gebiete 70, 417-436 (1985; Zbl 0554.60076)] where (among other results) a law of the iterated logarithm-type theorem for \\(U\\) and the maximum local time \\(L^*(t)= \\sup_x L(t,x)\\) was proved. In the present paper the authors extend these results as follows: Let \\(\\varphi(t)= (2t\\log\\log t)^{1/2}\\).NEWLINENEWLINENEWLINE(1) The limit set of \\(\\{(U(t)/\\varphi(t); L^*(t)/\\varphi(t)): t\\geq 3\\}\\) as \\(t\\to\\infty\\) is almost surely the simplex \\(\\{(x; y): y\\geq 0,|x|+ y\\leq 1\\}\\).NEWLINENEWLINENEWLINE(2) One has almost surely \\(\\limsup_{t\\to\\infty} {U(t)- U(t-)\\over \\varphi(t)}= 1\\) where ``\\(t-\\)'' stands for the left limit at (for \\(t\\in\\mathbb{N}\\): predecessor of) \\(t\\).NEWLINENEWLINENEWLINENote that the upper bound in (2) follows readily from the usual law of the iterated logarithm for random walks. The proofs of (1), (2) are based around a (known) approximation theorem that says that one can approximate Brownian motion itself and its local time simultaneously through the corresponding discrete objects for a simple random walk. This allows to reduce all calculations to local times of a one-dimensional Brownian motion. Crucial ingredients are highly technical, sharp estimates for \\(d\\)-dimensional Brownian motion \\(B_t\\), its local time \\(L(t,x)\\), \\(d\\)-dimensional Bessel processes \\(R_t\\sim\\|B_t\\|\\) and various functionals thereof. These estimates are only used for \\(d=2\\) but the theorems are stated and proved in any dimension \\(d\\).","type":"string"},"datatype":"string"},"type":"statement","id":"Q5933564$5808078F-6E8C-446A-AEA2-CF794D4CD328","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5933564","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5933564"}}}}}