Tightness for thick points in two dimensions

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Publication:6165219

DOI10.1214/23-EJP910zbMATH Open1519.60092arXiv2203.14394OpenAlexW4318994304MaRDI QIDQ6165219FDOQ6165219


Authors: Jay Rosen Edit this on Wikidata


Publication date: 4 July 2023

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

Abstract: Let Wt be Brownian motion in the plane started at the origin and let heta be the first exit time of the unit disk D1. Let [mu_{ heta } ( x,epsilon) =frac{1}{piepsilon^{ 2} }int_{0}^{ heta }1_{{ B( x,epsilon)}}( W_{t}),dt,] and set muhetaast(epsilon)=supxinD1muheta(x,epsilon). We show that [sqrt{mu^{ast}_{ heta} (epsilon)}-sqrt{2/pi} left(log epsilon^{-1}- frac{1}{2}loglog epsilon^{-1} ight)] is tight.


Full work available at URL: https://arxiv.org/abs/2203.14394




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