On the most visited sites of planar Brownian motion

Details On the most visited sites of planar Brownian motion On the most visited sites of planar Brownian motion

2012-02-08

arxiv.org/abs/1202.1847v1

Mathematics

Probability

Scientific paper

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

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