About the measure of heavily visited points of the Brownian motion (Q1868442)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: About the measure of heavily visited points of the Brownian motion |
scientific article; zbMATH DE number 1901498
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | About the measure of heavily visited points of the Brownian motion |
scientific article; zbMATH DE number 1901498 |
Statements
About the measure of heavily visited points of the Brownian motion (English)
0 references
27 April 2003
0 references
This paper is concerned with the size -- in terms of Lebesgue measure -- of the set of times where linear Brownian motion has a local time at least as big as some constant multiple of the local time at the origin. Very fine results are obtained, which complement those of \textit{N. Eisenbaum} and \textit{Z. Shi} [J. Theor. Probab. 12, 595-613 (1999; Zbl 0943.60083)] for the problem of rarely visited points.
0 references
Wiener process
0 references
local time
0 references
strong law
0 references