Meandering points of two-dimensional Brownian motion (Q1110921)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Meandering points of two-dimensional Brownian motion
scientific article

    Statements

    Meandering points of two-dimensional Brownian motion (English)
    0 references
    0 references
    1988
    0 references
    Let \(Z_ w(t)\), \(w\in W\), \(-\infty <t<\infty\), be the two-dimensional standard Brownian motion with \(Z_ w(0)=0\). Let H(\(\theta)\) denote a half-plane \[ \{r(\cos \psi,\sin \psi)| r\geq 0,\quad \theta -\pi /2\leq \psi \leq \theta +\pi /2\}. \] We consider the random set of all two-sided meandering times of the Brownian motion: \[ {\mathcal M}_ w(\theta_ 1,\theta_ 2)=\{-\infty <t<\infty | \quad \exists h>0:\quad Z_ w(s)\in H(\theta_ 1)+Z_ w(t)\quad (t-h<s<t)\quad and \] \[ Z_ w(s)\in H(\theta_ 2)+Z_ w(t)\quad (t<s<t+h)\}. \] Then we have the following theorem: For every \(\theta_ 1,\theta_ 2\in (- \pi,\pi]\) with \(\theta_ 1\neq \theta_ 2\), \({\mathcal M}_ w(\theta_ 1,\theta_ 2)=\emptyset\) almost surely. By Theorem 1 we extend a classical result of \textit{A. Dvoretzky}, \textit{P. Erdős} and \textit{S. Kakutani} [Proc. 4th Berkeley Symp. Math. Stat. Probab. 2, 103-116 (1961; Zbl 0111.150)] on the nonexistence of points of increase (decrease) for the one-dimensional Brownian motion.
    0 references
    0 references
    two-dimensional Brownian motion
    0 references
    meandering point
    0 references
    meandering times
    0 references
    0 references