Tightness for thick points in two dimensions

DOI10.1214/23-EJP910MaRDI QIDQ6165219zbMATH OpenOpenAlexFDO

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/2203.14394, https://projecteuclid.org/journals/electronic-journal-of-probability/volume-28/issue-none/Tightness-for-thick-points-in-two-dimensions/10.1214/23-EJP910.full

zbMATH Keywords

barrier estimates thick points two-dimensional sphere

Mathematics Subject Classification ID

Brownian motion (60J65)

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.

Review text

Let \(W_t\) be Brownian motion in the plane started at the origin and let \(\theta\) be the first exit time of the unit disk \(D_1\). Let \[ \mu_{\theta}(x,\varepsilon)=\frac{1}{\pi \varepsilon^2}\int_0^{\theta}1_{B(x,\varepsilon)}(W_t)dt, \] where \(B(x,\varepsilon)\) is the ball of radius \(\varepsilon\) centered at \(x\). Set \(\mu_{\theta}^*(\varepsilon)=\sup_{x\in D_1}\mu_{\theta}(x,\varepsilon)\). The paper proves that the family of random variables \(\sqrt{\mu_{\theta}^*(\varepsilon)}-\sqrt{2/\pi}\left(\log \varepsilon^{-1}-\frac{1}{2}\log\log \varepsilon^{-1}\right)\) is tight. The corresponding result for the Brownian motion on the sphere \(\mathbf{S}^2\) is obtained too.

Recommendations

Cites work

Cited in

(4)

This page was built for publication: Tightness for thick points in two dimensions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6165219)