On the occupation times of cones by Brownian motion (Q1805002): Difference between revisions

Let \(A_ t\) be the occupation time of a convex closed cone \(C\) in \(R^ d\) by \(d\)-dimensional Brownian motion \(B_ t\), \(t \geq 0\). The authors prove that for any positive decreasing function \(f(t)\), a.s. \(\liminf_{t \to \infty} A_ t/(tf(t)) = 0\) or \(\infty\), according to divergence (convergence) of the integral \(\int x^{-1} (f(x))^{1/\xi} dx\). The exact value of the constant \(\xi\) depends on \(d\) and the smallest eigenvalue of \(-\Delta/2\) in \(S^{d-1} \cap C^ c\), where \(\Delta\) is the Laplacian, \(S^{d-1}\) is the unit sphere in \(R^ d\), \(C^ c\) is the complement to \(C\). It occurs that \(\xi\) also appears in the useful inequality \(k_ 1 u^{1/\xi} < P(A_ 1 < u) < k_ 2 u^{1/\xi}\) for the distribution of \(A_ 1\), where \(k_ 1\), \(k_ 2\) are fixed constants depending on \(C\).