The most visited site of Brownian motion and simple random walk

DOI10.1007/BF00534873zbMath0554.60076MaRDI QIDQ3217389

Philip S. Griffin, Richard F. Bass

Publication date: 1985

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

invariance principlelocal timerate of growthiterated logarithmpath decomposition of a diffusion

Mathematics Subject Classification ID

Strong limit theorems (60F15) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

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No more than three favorite sites for simple random walk ⋮ The escape rate of favorite sites of simple random walk and Brownian motion. ⋮ The favorite point of a Poisson process ⋮ A note on the stability of the local time of a Wiener process ⋮ The most visited point of a closed set by Brownian motion ⋮ On the local time process standardized by the local time at zero ⋮ On the area of the circles covered by a random walk ⋮ On the infimum of the local time of a Wiener process ⋮ Annealed tail estimates for a Brownian motion in a drifted Brownian potential ⋮ Brownian motion normalized by maximum local time ⋮ The rate of escape of the most visited site of Brownian motion ⋮ Random walks on comb-type subsets of \(\mathbb{Z}^2\) ⋮ Limit theorems for local and occupation times of random walks and Brownian motion on a spider ⋮ Strong approximations in a charged-polymer model ⋮ Favourite sites of transient Brownian motion ⋮ Favorite sites of randomly biased walks on a supercritical Galton-Watson tree ⋮ Strong approximation of additive functionals ⋮ On the local time of random walk on the 2-dimensional comb ⋮ Moderate deviations for diffusions with Brownian potentials ⋮ Thick points for planar Brownian motion and the Erdős-Taylor conjecture on random walk ⋮ Three favorite sites occurs infinitely often for one-dimensional simple random walk ⋮ On the local time process of a skew Brownian motion ⋮ On the favorite points of symmetric Lévy processes ⋮ On the most visited sites of symmetric Markov processes.

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