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Measuring the Rarely Visited Sites of Brownian Motion
Authors:Nathalie Eisenbaum  Zhan Shi
Institution:(1) Laboratoire de Probabilités, Université Paris VI, 4 Place Jussieu, F-75252 Paris Cedex 05, France;(2) L.S.T.A., Université Paris VI, 4 Place Jussieu, F-75252 Paris Cedex 05, France
Abstract:We study the almost sure asymptotic behaviors of the Lebesgue measure of the points which are hardly visited, in the sense of Földes and Révész,(7) by a linear Wiener process.
Keywords:Wiener process  local time  hardly visited site  law of the iterated logarithm
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