On the most visited sites of planar Brownian motion

Valentina Cammarota ("Sapienza" University of Rome)
Peter Mörters (University of Bath)

Abstract


Let $(B_t \colon t \ge 0)$ 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 ${\mathcal H}^{\phi_\alpha}(\{t \ge 0 \colon B_t=x\})>0$,but if $\alpha>1$ almost surely ${\mathcal H}^{\phi_\alpha} (\{t \ge 0 \colon B_t=x\})=0$ simultaneously for all $x\in{\mathbb R}^2$. This  resolves a longstanding open problem posed by S.J. Taylor in 1986.


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Pages: 1-9

Publication Date: April 10, 2012

DOI: 10.1214/ECP.v17-1809

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