A note on fast times of Brownian motion with variable drift
Probability
2012-07-26 v2
Abstract
A famous result of Orey and Taylor gives the Hausdorff dimension of the set of fast times, that is the set of points where linear Brownian motion moves faster than according to the law of iterated logarithm. In this paper we examine what happens to the set of fast times if a variable drift is added to linear Brownian motion. In particular, we will show that the Hausdorff dimension of the set of fast times cannot be decreased by adding a function to Brownian motion.
Keywords
Cite
@article{arxiv.1203.0752,
title = {A note on fast times of Brownian motion with variable drift},
author = {Julia Ruscher},
journal= {arXiv preprint arXiv:1203.0752},
year = {2012}
}
Comments
18 pages