On the asymptotic behavior of the occupation time in cones of \(d\)-dimensional Brownian motion (Q1357064)

The purpose of this article is to prove some new feature on the occupation time of Brownian motion. Let \(\{B_u\}\) be a \(d\)-dimensional Brownian motion starting from the origin and \(C\) be a cone with the vertex at the origin. We denote the occupation time of \(B_u\) in \(C\) by \(A_t= \int^t_0 1_C(B_u)du\). In the only case of \(d=1\) and \(C= [0,\infty)\), the explicit law of \(A_1\) is known as Lévy's first arcsin law: \(P (A_1\leq s)={2\over\pi}\arcsin\sqrt s\) for \(0\leq s\leq 1\). In higher dimensions, however, any explicit law of \(A_1\) is not known. We shall present a partial result giving certain asymptotic explicitly.