Tightness for thick points in two dimensions (Q6165219): Difference between revisions

Let \(W_t\) be Brownian motion in the plane started at the origin and let \(\theta\) be the first exit time of the unit disk \(D_1\). Let \[ \mu_{\theta}(x,\varepsilon)=\frac{1}{\pi \varepsilon^2}\int_0^{\theta}1_{B(x,\varepsilon)}(W_t)dt, \] where \(B(x,\varepsilon)\) is the ball of radius \(\varepsilon\) centered at \(x\). Set \(\mu_{\theta}^*(\varepsilon)=\sup_{x\in D_1}\mu_{\theta}(x,\varepsilon)\). The paper proves that the family of random variables \(\sqrt{\mu_{\theta}^*(\varepsilon)}-\sqrt{2/\pi}\left(\log \varepsilon^{-1}-\frac{1}{2}\log\log \varepsilon^{-1}\right)\) is tight. The corresponding result for the Brownian motion on the sphere \(\mathbf{S}^2\) is obtained too.