Thick points for the Cauchy process

Publication date 29 September 2005

Abstract: Let

m a t h c a l T (x, e p s)

denote the occupation measure of an interval of length

2 e p s

centered at

x

by the Cauchy process run until it hits

(- i n f t y, - 1] c u p [1, i n f t y)

. We prove that

s u p_{| x | l e q 1} m a t h c a l T (x, e p s) / (e p s (l n e p s)^{2}) o 2 / p i

a.s. as

e p s o 0

. We also obtain the multifractal spectrum for thick points, i.e. the Hausdorff dimension of the set of

a l p h a

-thick points

x

for which

l i m_{e p s o 0} m a t h c a l T (x, e p s) / (e p s (l n e p s)^{2}) = a l p h a > 0

.

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