Thick points for the Cauchy process

DOI10.1016/J.ANIHPB.2004.10.001zbMATH Open1074.60084arXivmath/0310298OpenAlexW2000418171MaRDI QIDQ2567147FDOQ2567147

Authors: Olivier Daviaud 

Publication date: 29 September 2005

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Abstract: Let $mathcalT(x,eps)$ denote the occupation measure of an interval of length $2eps$ centered at $x$ by the Cauchy process run until it hits $(-infty,-1]cup[1,infty)$. We prove that $su{p}_{|x|leq1}mathcalT(x,eps)/(eps(lneps{)}^2)o2/pi$ a.s. as $epso0$. We also obtain the multifractal spectrum for thick points, i.e. the Hausdorff dimension of the set of $alpha$-thick points $x$ for which $li{m}_{epso0}mathcalT(x,eps)/(eps(lneps{)}^2)=alpha>0$.

Full work available at URL: https://arxiv.org/abs/math/0310298

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zbMATH Keywords

multifractals analysis

Mathematics Subject Classification ID

Local time and additive functionals (60J55)

Cited In (1)

• Thick points of the Gaussian free field

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