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Related papers: On the occupation measure of super-Brownian motion

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We prove that the total range of Super-Brownian motion with quadratic branching mechanism has an exact packing measure with respect to the gauge function $g(r)=r^4 (\log \log1/r)^{-3}$ in super-critical dimensions $d\geq 5$. More precisely,…

Probability · Mathematics 2008-11-03 Thomas Duquesne

We prove that the occupation measures of Brownian motions conditioned to have large intersections converge weakly, up to spatial shifts, to the measure whose density is the square of an optimizer of the Gagliardo-Nirenberg inequality. We do…

Probability · Mathematics 2026-05-08 Jiyun Park

The strong $L^2$-approximation of occupation time functionals is studied with respect to discrete observations of a $d$-dimensional c\`adl\`ag process. Upper bounds on the error are obtained under weak assumptions, generalizing previous…

Probability · Mathematics 2021-02-02 Randolf Altmeyer

We study the transformed path measure arising from the self-interaction of a three-dimensional Brownian motion via an exponential tilt with the Coulomb energy of the occupation measures of the motion by time $t$. The logarithmic asymptotics…

Probability · Mathematics 2017-10-25 Wolfgang Koenig , Chiranjib Mukherjee

Consider a large system of $N$ Brownian motions in $\mathbb{R}^d$ with some non-degenerate initial measure on some fixed time interval $[0,\beta]$ with symmetrised initial-terminal condition. That is, for any $i$, the terminal location of…

Probability · Mathematics 2007-05-23 Stefan Adams , Wolfgang König

We compute the joint distribution of the site and the time at which a $d$-dimensional standard Brownian motion $B_t$ hits the surface of the ball $ U(a) =\{|{\bf x}|<a\}$ for the first time. The asymptotic form of its density is obtained…

Probability · Mathematics 2016-10-06 Kohei Uchiyama

We study the large time behavior of the optimal transportation cost towards the uniform distribution, for the occupation measure of a stationary Brownian motion on the flat torus in $d$ dimensions, where the cost of transporting a unit of…

Probability · Mathematics 2024-02-16 Mauro Mariani , Dario Trevisan

Considering a simple symmetric random walk in dimension $d\geq 3$, we study the almost sure joint asymptotic behavior of two objects: first the local times of a pair of neighboring points, then the local time of a point and the occupation…

Probability · Mathematics 2016-08-16 Endre Csáki , Antónia Földes , Pál Révész

We consider the occupation area of spherical (fractional) Brownian motion, i.e. the area where the process is positive, and show that it is uniformly distributed. For the proof, we introduce a new simple combinatorial view on occupation…

Probability · Mathematics 2024-06-17 Frank Aurzada , Leif Döring , Helmut H. Pitters

We study the critical branching random walk on $\mathbb{Z}^d$ started from a distant point $x$ and conditioned to hit some compact set $K$ in $\mathbb{Z}^d$. We are interested in the occupation time in $K$ and present its asymptotic…

Probability · Mathematics 2026-01-01 Xinxin Chen , Shen Lin

We consider the occupation measure of the cut points of a simple random walk on a $d$-dimensional cubic lattice for $d = 2, 3$, and we show that the scaling limit of the occupation measure in weak topology is the natural fractal measure on…

Probability · Mathematics 2023-10-17 Yifan Gao , Xinyi Li , Petr Panov , Daisuke Shiraishi

We show that the centred occupation time process of the origin of a system of critical binary branching random walks in dimension $d\ge 3$, started off either from a Poisson field or in equilibrium, when suitably normalized, converges to a…

Probability · Mathematics 2009-09-29 Matthias Birkner , Iljana Zähle

Let $\{X_t\}_{t\geq0}$ be a $d$-dimensional critical super-Brownian motion started from a Poisson random measure whose intensity is the Lebesgue measure. Denote by $R_t:=\sup\{u>0: X_t(\{x\in\mathbb{R}^d:|x|< u\})=0\}$ the radius of the…

Probability · Mathematics 2022-04-26 Jie Xiong , Shuxiong Zhang

We prove a conditional local limit theorem for discrete-time fractional Brownian motions (dfBm) with Hurst parameter 3/4<H<1. Using results from infinite ergodic theory it is then shown that the properly scaled occupation time of dfBm…

Probability · Mathematics 2017-02-03 Manfred Denker , Xiaofei Zheng

We study the thick points of branching Brownian motion and branching random walk with a critical branching mechanism, focusing on the critical dimension $d = 4$. We determine the exponent governing the probability to hit a small ball with…

Probability · Mathematics 2025-12-01 Nathanaël Berestycki , Tom Hutchcroft , Antoine Jego

We derive a large deviation principle for the density profile of occupation times of random interlacements at a fixed level in a large box of Z^d, with d bigger or equal to 3. As an application, we analyze the asymptotic behavior of the…

Probability · Mathematics 2015-02-09 Xinyi Li , Alain-Sol Sznitman

The main results in this paper concern large and moderate deviations for the radial component of a $n$-dimensional hyperbolic Brownian motion (for $n\geq 2$) on the Poincar\'{e} half-space. We also investigate the asymptotic behavior of the…

Probability · Mathematics 2018-01-09 Valentina Cammarota , Alessandro De Gregorio , Claudio Macci

We derive the probability density function of the positive occupation time of one-dimensional Brownian motion with two-valued drift. Long time asymptotics of the density are also computed. We use the result to describe the transitional…

Probability · Mathematics 2013-06-06 David J. W. Simpson , Rachel Kuske

This paper derives an exact asymptotic expression for \[ \mathbb{P}_{\mathbf{x}_u}\{\exists_{t\ge0} \mathbf{X}(t)- \boldsymbol{\mu}t\in \mathcal{U} \}, \ \ {\rm as}\ \ u\to\infty, \] where $\mathbf{X}(t)=(X_1(t),\ldots,X_d(t))^\top,t\ge0$…

Probability · Mathematics 2017-07-11 Krzysztof Dȩbicki , Enkelejd Hashorva , Lanpeng Ji , Tomasz Rolski

We consider a super-Brownian motion $X$. Its canonical measures can be studied through the path-valued process called the Brownian snake. We obtain the limiting behavior of the volume of the $\epsilon$-neighborhood for the range of the…

Probability · Mathematics 2007-05-23 Jean-François Delmas
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