Title of article :
The average density of the path of planar Brownian motion
Author/Authors :
Mِrters، نويسنده , , Peter، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1998
Pages :
17
From page :
133
To page :
149
Abstract :
We show that the occupation measure μ on the path of a planar Brownian motion run for an arbitrary finite time interval has an average density of order three with respect to the gauge function ϕ(t)=t2log(1/t). In other words, almost surely,limε↓01log|log ε|∫ε1/eμ(B(x,t))ϕ(t)d t|t log t|=2 at μ-almost every x.We also prove a refinement of this statement: Almost surely, at μ-almost every x,limε↓01log|logε|∫ε1/eδμ(B(x,t))ϕ(t)d t|t log t|=∫0∞δ{a}ae−ada,in other words, the distribution of the ϕ-density function under the averaging measures of order three converges to a gamma distribution with parameter two.
Keywords :
Pathwise Kallianpur–Robbins law , density distribution , Brownian motion , Occupation measure , Average density , Logarithmic averages
Journal title :
Stochastic Processes and their Applications
Serial Year :
1998
Journal title :
Stochastic Processes and their Applications
Record number :
1576217
Link To Document :
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