On the future infima of some transient processes

DOI10.1007/BF01199896zbMath0801.60066OpenAlexW2002928206MaRDI QIDQ1333573

Wenbo V. Li, Thomas M. Lewis, Davar Khoshnevisan

Publication date: 21 November 1994

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01199896

zbMATH Keywords

rate of escapefuture infima process

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)

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Rate of escape of conditioned Brownian motion ⋮ Escape rates for multidimensional shift self-similar additive sequences ⋮ Sojourns and future infima of planar Brownian motion ⋮ On transient Bessel processes and planar Brownian motion reflected at their future infima ⋮ Brownian motion normalized by maximum local time ⋮ The upper envelope of positive self-similar Markov Processes ⋮ On the future infimum of positive self-similar Markov processes ⋮ On a problem of Erdös and Taylor ⋮ The limits of Sinai's simple random walk in random environment

Cites Work

• Proof of the law of iterated logarithm through diffusion equation
• Some more results on increments of the Wiener process
• A theorem of Feller revisited
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• Some problems concerning the structure of random walk paths
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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
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