Favourite sites of transient Brownian motion
type: Item
instance of: scholarly article
title: Favourite sites of transient Brownian motion
zbMATH Open document ID: 0942.60064
DOI: 10.1016/S0304-4149(97)00094-X
author: Zhan Shi
author: Yueyun Hu
published in: Stochastic Processes and their Applications
publication date: 2000-03-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60J55
Mathematics Subject Classification ID: 60F15
zbMATH DE Number: 1409165
zbMATH Keywords: local time
zbMATH Keywords: favourite state
zbMATH Keywords: location of maximum
zbMATH Keywords: Brownian motion
reviewed by: Petr Lachout
MaRDI profile type: Publication
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full work available at URL: s0304-4149(97)00094-x
OpenAlex ID: W1971517796
description: scientific article; zbMATH DE number 1409165