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Measuring the Rarely Visited Sites of Brownian Motion

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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.

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Eisenbaum, N., Shi, Z. Measuring the Rarely Visited Sites of Brownian Motion. Journal of Theoretical Probability 12, 595–613 (1999). https://doi.org/10.1023/A:1021615513008

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