On the most visited sites by a symmetric stable process |
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Authors: | Nathalie Eisenbaum |
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Institution: | (1) Laboratoire de Probabilités, Université Paris VI 4, Place Jussieu, Tour 56, 3ème étage, F-75252 Paris Cedex 05, France, FR |
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Abstract: | Summary. At time t, the most visited site of a linear Brownian motion is defined as the point which realises the supremum of the local times
at time t. Let V be the time indexed process of the most visited sites by a linear Brownian motion. We show that every value is polar for
V. Those results are extended from Brownian motion to symmetric stable processes, and then to the absolute value of a symmetric
stable process.
Received: 1 March 1996 / In revised form: 17 October 1996 |
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Keywords: | Mathematics Subject Classification: 60J55 60J65 60J30 60G18 |
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