UNIVERSITÄTSBIBLIOTHEK
  • search hit 49 of 132
Back to Result List

Pathwise Kallianpur-Robbins laws for Brownian motion in the plane

  • The Kallianpur-Robbins law describes the long term asymptotic behaviour of the distribution of the occupation measure of a Brownian motion in the plane. In this paper we show that this behaviour can be seen at every typical Brownian path by choosing either a random time or a random scale according to the logarithmic laws of order three. We also prove a ratio ergodic theorem for small scales outside an exceptional set of vanishing logarithmic density of order three.

Download full text files

Export metadata

Additional Services

Share in Twitter Search Google Scholar
Metadaten
Author:Peter Mörters
URN (permanent link):urn:nbn:de:hbz:386-kluedo-8048
Serie (Series number):Preprints (rote Reihe) des Fachbereich Mathematik (319)
Document Type:Preprint
Language of publication:English
Year of Completion:1998
Year of Publication:1998
Publishing Institute:Technische Universität Kaiserslautern
Date of the Publication (Server):2000/01/28
Tag:Kallianpur-Robbins law; higher order; log averaging methods; occupation measure; planar Brownian motion; ratio ergodic theorem; strong theorems
Note:
Dies ist die lange Version der Arbeit "Almost sure Kallianpur-Robbins laws for Brownian motion in the plane", die in Prob. Theory rel. Fields erscheint.
Faculties / Organisational entities:Fachbereich Mathematik
DDC-Cassification:5 Naturwissenschaften und Mathematik / 510 Mathematik
MSC-Classification (mathematics):60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Fxx Limit theorems [See also 28Dxx, 60B12] / 60F15 Strong theorems
60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Gxx Stochastic processes / 60G57 Random measures
60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Jxx Markov processes / 60J55 Local time and additive functionals
60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Jxx Markov processes / 60J65 Brownian motion [See also 58J65]
Licence (German):Standard gemäß KLUEDO-Leitlinien vor dem 27.05.2011