English

On the most visited sites of planar Brownian motion

Probability 2018-01-09 v1

Abstract

Let (B_t : t > 0) be a planar Brownian motion and define gauge functions ϕα(s)=log(1/s)α\phi_\alpha(s)=log(1/s)^{-\alpha} for α>0\alpha>0. If α<1\alpha<1 we show that almost surely there exists a point x in the plane such that Hϕα(t>0:Bt=x)>0H^{\phi_\alpha}({t > 0 : B_t=x})>0, but if α>1\alpha>1 almost surely Hϕα(t>0:Bt=x)=0H^{\phi_\alpha} ({t > 0 : B_t=x})=0 simultaneously for all xR2x\in R^2. This resolves a longstanding open problem posed by S.,J. Taylor in 1986.

Keywords

Cite

@article{arxiv.1202.1847,
  title  = {On the most visited sites of planar Brownian motion},
  author = {Valentina Cammarota and Peter Mörters},
  journal= {arXiv preprint arXiv:1202.1847},
  year   = {2018}
}