English

Tightness for Thick Points in two dimensions

Probability 2022-03-29 v1

Abstract

Let WtW_{t} be Brownian motion in the plane started at the origin and let θ \theta be the first exit time of the unit disk D1D_{1}. Let μθ(x,ϵ)=1πϵ20θ1{B(x,ϵ)}(Wt)dt,\mu_{ \theta } ( x,\epsilon) =\frac{1}{\pi\epsilon^{ 2} }\int_{0}^{ \theta }1_{\{ B( x,\epsilon)\}}( W_{t})\,dt, and set μθ(ϵ)=supxD1μθ(x,ϵ)\mu^{ \ast}_{ \theta } (\epsilon)=\sup_{x\in D_{1}}\mu_{ \theta } ( x,\epsilon). We show that μθ(ϵ)2/π(logϵ112loglogϵ1)\sqrt{\mu^{\ast}_{\theta} (\epsilon)}-\sqrt{2/\pi} \left(\log \epsilon^{-1}- \frac{1}{2}\log\log \epsilon^{-1}\right) is tight.

Cite

@article{arxiv.2203.14394,
  title  = {Tightness for Thick Points in two dimensions},
  author = {Jay Rosen},
  journal= {arXiv preprint arXiv:2203.14394},
  year   = {2022}
}
R2 v1 2026-06-24T10:27:36.831Z