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The “logarithmic scale” Minkowski dimension of the most visited sites of two-dimensional Brownian motion

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  • Huang, Dongzhou

Abstract

This paper studies the sets of visit times to points x on the plane, where a standard two-dimensional Brownian motion makes a substantial number of visits. For this purpose, we introduce the concept of the “logarithmic scale” Minkowski dimension as a tool for measuring the sets of visit times. We prove that, almost surely, there is a point x such that the “logarithmic scale” Minkowski dimension of the set of visit times to x is 1.

Suggested Citation

  • Huang, Dongzhou, 2024. "The “logarithmic scale” Minkowski dimension of the most visited sites of two-dimensional Brownian motion," Statistics & Probability Letters, Elsevier, vol. 205(C).
  • Handle: RePEc:eee:stapro:v:205:y:2024:i:c:s0167715223001761
    DOI: 10.1016/j.spl.2023.109952
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