Intersection local time for points of infinite multiplicity

DOI10.1214/AOP/1176988722MaRDI QIDQ1336557zbMATH OpenOpenAlexFDO

Authors Richard F. Bass, K. Burdzy, D. Khoshnevisan

Publication date 18 June 1995

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

Full work available at URL https://doi.org/10.1214/aop/1176988722

zbMATH Keywords

Brownian motionexcursionsexit systemlocal timePalm measure

Mathematics Subject Classification ID

Sample path properties (60G17) Random measures (60G57) Local time and additive functionals (60J55) Brownian motion (60J65)

Review text

For each \(a \in (0,1/2)\), there exists a random measure \(\beta_ a\) which is supported on the set of points where two-dimensional Brownian motion spends a unit of local time. The measure \(\beta_ a\) is carried by a set which has Hausdorff dimension equal to \(2 - a\). A Palm measure interpretation of \(\beta_ a\) is given.

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Cited in

(13)

• Local times of self-intersection
• No triple point of planar Brownian motion is accessible
• Critical Brownian multiplicative chaos
• Characterisation of planar Brownian multiplicative chaos
• NONSTANDARD ANALYSIS, FRACTAL PROPERTIES AND BROWNIAN MOTION
• Multiplicative chaos of the Brownian loop soup
• A limit law for the most favorite point of simple random walk on a regular tree
• The ``logarithmic scale Minkowski dimension of the most visited sites of two-dimensional Brownian motion
• Thick points of 4D critical branching Brownian motion
• The height gap of planar Brownian motion is \(\frac{5}{\pi}\)
• Favorite sites for simple random walk in two and more dimensions
• Planar Brownian motion and Gaussian multiplicative chaos
• Points of infinite multiplicity of planar Brownian motion: measures and local times

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