The rate of escape of the most visited site of Brownian motion

DOI10.1214/23-EJP916MaRDI QIDQ6165215zbMATH OpenFDO

Authors Richard F. Bass

Publication date 4 July 2023

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1303.2040, https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/The-rate-of-escape-of-the-most-visited-site-of/10.1214/23-EJP916.full

zbMATH Keywords

Brownian motionfavorite pointmost visited siterate of escape

Mathematics Subject Classification ID

Local time and additive functionals (60J55) Brownian motion (60J65)

Abstract: Let $L_t^z$ be the jointly continuous local times of a one-dimensional Brownian motion and let $L_t^{\ast }=su{p}_{zinmathbbR}{L}_t^z$. Let $V_t$ be any point $z$ such that $L_t^z=L_t^{\ast }$, a most visited site of Brownian motion. We prove that if $gamma>1$, then[liminf_{t o infty} frac{|V_t|}{sqrt t/(log t)^gamma}=infty, qquad mbox{a.s.}, ] with an analogous result for simple random walk. This proves a conjecture of Lifshits and Shi.

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Cited in

(11)

• Measuring the rarely visited sites of Brownian motion
• The most visited point of a closed set by Brownian motion
• The most visited sites of symmetric stable processes
• The escape rate of favorite sites of simple random walk and Brownian motion.
• Favourite sites of transient Brownian motion
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• The ``logarithmic scale Minkowski dimension of the most visited sites of two-dimensional Brownian motion
• Favorite sites for simple random walk in two and more dimensions
• The asymptotic behavior of rarely visited edges of the simple random walk

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