Hostname: page-component-78c5997874-8bhkd Total loading time: 0 Render date: 2024-11-10T16:14:03.592Z Has data issue: false hasContentIssue false
  • English
  • Français

DISTRIBUTION OF BROWNIAN LOCAL TIME ON CURVES

Published online by Cambridge University Press:  01 March 1998

BURGESS DAVIS
BURGESS DAVIS
Affiliation:
Department of Statistics, Purdue University, West Lafayette, IN 47907-1399, USA
Get access

Abstract

For all smooth nondecreasing functions f on [0, 1], the local time Lf spent by standard Brownian motion on the graph of f satisfies P(Lf<x) [ges ]P(2L0<x), for x>0. The constant 2 in this inequality may not be replaced with a smaller one.

Type
Research Article
Information
Bulletin of the London Mathematical Society , Volume 30 , Issue 2 , March 1998 , pp. 182 - 184
Copyright
© The London Mathematical Society 1998

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)