On a problem of Erdös and Taylor

DOI10.1214/aop/1039639361zbMath0862.60068OpenAlexW2075017968MaRDI QIDQ2563932

Thomas M. Lewis, Davar Khoshnevisan, Zhan Shi

Publication date: 25 May 1997

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1039639361

zbMATH Keywords

Brownian motiontransiencerandom walkBessel processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Sample path properties (60G17)

Related Items (4)

Rate of escape of conditioned Brownian motion ⋮ Extremes of locally stationary chi-square processes with trend ⋮ Brownian sheet and capacity ⋮ Transient nearest neighbor random walk and Bessel process

Cites Work

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• First Passage times and Sojourn Times for Brownian Motion in Space and the Exact Hausdorff Measure of the Sample Path
• A note on the Borel-Cantelli lemma
• On the law of the iterated logarithm

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