On the most visited sites of planar Brownian motion

被引:2
作者
Cammarota, Valentina [1 ]
Moerters, Peter [2 ]
机构
[1] Univ Roma La Sapienza, Rome, Italy
[2] Univ Bath, Bath BA2 7AY, Avon, England
基金
英国工程与自然科学研究理事会;
关键词
Brownian motion; Hausdorff dimension; Hausdorff gauge; exact Hausdorff measure; local time; point of infinite multiplicity; random fractal; uniform dimension estimates; RANDOM FRACTALS;
D O I
10.1214/ECP.v17-1809
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let (B-t : t >= 0) be a planar Brownian motion and define a family of gauge functions phi(alpha)(s) = log (1/s) (alpha) for alpha > 0. If alpha < 1 we show that almost surely there exists a point x in the plane such that H-phi alpha ({t >= 0 : B-t = x }) > 0, but if alpha > 1 almost surely H-phi alpha ({t >= 0 : B-t = x}) = 0 simultaneously for all x is an element of R-2. This resolves a longstanding open problem posed by S.J. Taylor in 1986.
引用
收藏
页码:1 / 9
页数:9
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