Tightness for thick points in two dimensions

Abstract: Let

W_{t}

be Brownian motion in the plane started at the origin and let

h e t a

be the first exit time of the unit disk

D_{1}

. Let [mu_{ heta } ( x,epsilon) =frac{1}{piepsilon^{ 2} }int_{0}^{ heta }1_{{ B( x,epsilon)}}( W_{t}),dt,] and set

m u_{h e t a}^{a s t} (e p s i l o n) = s u p_{x i n D_{1}} m u_{h e t a} (x, e p s i l o n)

. We show that [sqrt{mu^{ast}_{ heta} (epsilon)}-sqrt{2/pi} left(log epsilon^{-1}- frac{1}{2}loglog epsilon^{-1} ight)] is tight.

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