About the measure of heavily visited points of the Brownian motion (Q1868442)
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scientific article; zbMATH DE number 1901498
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| English | About the measure of heavily visited points of the Brownian motion |
scientific article; zbMATH DE number 1901498 |
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About the measure of heavily visited points of the Brownian motion (English)
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27 April 2003
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This paper is concerned with the size -- in terms of Lebesgue measure -- of the set of times where linear Brownian motion has a local time at least as big as some constant multiple of the local time at the origin. Very fine results are obtained, which complement those of \textit{N. Eisenbaum} and \textit{Z. Shi} [J. Theor. Probab. 12, 595-613 (1999; Zbl 0943.60083)] for the problem of rarely visited points.
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Wiener process
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local time
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strong law
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0.8551964163780212
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0.841017484664917
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0.7929396629333496
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