Thick points for the Cauchy process
Probability
2007-05-23 v1
Abstract
Let denote the occupation measure of an interval of length centered at by the Cauchy process run until it hits . We prove that a.s. as . We also obtain the multifractal spectrum for thick points, i.e. the Hausdorff dimension of the set of -thick points for which .
Cite
@article{arxiv.math/0310298,
title = {Thick points for the Cauchy process},
author = {Olivier Daviaud},
journal= {arXiv preprint arXiv:math/0310298},
year = {2007}
}
Comments
16 pages