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arxiv: 0806.0597 · v4 · submitted 2008-06-03 · 🧮 math.PR · math-ph· math.MP

An integral test for the transience of a Brownian path with limited local time

classification 🧮 math.PR math-phmath.MP
keywords browniantimelocalmeasurespathbehaviourconditionconditioned
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We study a one-dimensional Brownian motion conditioned on a self-repelling behaviour. Given a nondecreasing positive function f(t), consider the measures mu_t obtained by conditioning a Brownian path so that L_s< f(s), for all s<t, where L_s is the local time spent at the origin by time s. It is shown that the measures mu_t are tight, and that any weak limit of mu_t as t tends to infinity is transient provided that t^{-3/2}f(t) is integrable. We conjecture that this condition is sharp and present a number of open problems.

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