Brownian Paths and Cones
Burdzy, Krzysztof
Ann. Probab., Tome 13 (1985) no. 4, p. 1006-1010 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
If $\cos(\theta/2) < 1/\sqrt n$ then a.s. there are times $0 \leq s_1 < s_2$ such that the $n$-dimensional Brownian motion $Z(t)$ stays for all $t \in (s_1, s_2)$ in a cone with vertex $Z(s_1)$ and angle $\theta$. If $\cos(\theta/2) > 1/\sqrt n$ then the same event has probability 0.
Publié le : 1985-08-14
Classification:  Brownian motion,  Brownian paths,  local properties of trajectories,  60J65,  60G17 
@article{1176992922,
     author = {Burdzy, Krzysztof},
     title = {Brownian Paths and Cones},
     journal = {Ann. Probab.},
     volume = {13},
     number = {4},
     year = {1985},
     pages = { 1006-1010},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176992922}
}

Burdzy, Krzysztof. Brownian Paths and Cones. Ann. Probab., Tome 13 (1985) no. 4, pp.  1006-1010. http://gdmltest.u-ga.fr/item/1176992922/