Favourite sites of transient Brownian motion (Q1965903)
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scientific article; zbMATH DE number 1409165
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Favourite sites of transient Brownian motion |
scientific article; zbMATH DE number 1409165 |
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Favourite sites of transient Brownian motion (English)
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1 March 2000
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The paper deals with the \(d\)-dimensional Brownian motion and investigates the first location of its Euclidean norm maximum. The authors derive accurate lower rate for a.s.-behavior, remember upper rate is evidently \(t\). For the transient case, i.e. \(d\geq 3\), the density of occupation time is investigated, as well. Using representation by two-dimensional Brownian motion, the lower a.s. rate is derived in that case.
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local time
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favourite state
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location of maximum
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Brownian motion
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