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On sojourn of Brownian motion inside moving boundaries |
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| Authors: | Stéphane Seuret Xiaochuan Yang |
| Institution: | 1. Université Paris-Est, LAMA(UMR8050), UPEMLV, UPEC, CNRS, F-94010 Créteil, France;2. University of Luxembourg, UR en Mathématiques, Maison du nombre, 6 avenue de la Fonte, L-4364 Esch-sur-Alzette, Luxembourg;3. Department of Statistics & Probability, Michigan State University, 48824 East Lansing, MI, USA |
| Abstract: | We investigate the large scale structure of certain sojourn sets of one dimensional Brownian motion within two-sided moving boundaries. The macroscopic Hausdorff dimension, upper mass dimension and logarithmic density of these sets, are computed. We also give a uniform macroscopic dimension result for the Brownian level sets. |
| Keywords: | 60G51 28A80 60G17 Macroscopic Hausdorff dimension Mass dimension Brownian motion Sojourn sets |
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