24 problems
- 0 votes0 replies0 views
Erdős–Taylor conjecture on the maximal local time of planar random walk
Erdős–Taylor conjecture. For , the maximal local time satisfies
- 0 votes0 replies0 views
Exact Hausdorff-measure characterization of stochastic heat equation level sets
Exact Hausdorff-measure conjecture. There exist positive finite constants and such that
- 0 votes0 replies0 views
Erdős–Révész conjecture on favorite sites of the simple random walk
Let a simple random walk on have local times, and call the sites attaining the maximal local time its favorite sites. The set of favorite sites is tight if it remains…
- 0 votes0 replies0 views
Erdős–Taylor-type conjecture for the maximal local time of a discrete Cauchy walk
Let be a sequence of independent identically distributed integer-valued random variables with … where is a normalizing constant. Define the random walk…
- 0 votes0 replies1 view
Favourite-site upper-function integral-test conjecture
Let denote a favourite site of simple random walk at time , and let be the constant from the Brownian favourite-site upper-tail conjecture. For any non-decreasing…
- 0 votes0 replies0 views
Brownian favourite-site upper-tail conjecture
Brownian favourite-site upper-tail conjecture. There exists a constant such that
- 0 votes0 replies0 views
Extremal local-time limit-law conjecture for planar random walk
Let be an admissible domain containing the origin, let be its scaled-up lattice approximation, let be the hitting time of the boundary vertex , an…
- 0 votes0 replies0 views
General identity conjecture for stochastic processes on recursive fractals
Let be the class of spaces under consideration and let the stochastic processes associated with its elements be equipped with the identity referred to as the…
- 0 votes0 replies0 views
Jego's Gumbel-limit conjecture for the maximal local time of planar random walk
Jego's conjecture. Under the setup of the source,
- 0 votes0 replies0 views
Boundary-determined maximal regularity conjecture for Gaussian stochastic fields
A Gaussian stochastic field is a stochastic field whose finite-dimensional distributions are Gaussian. Its boundary behaviour means the behaviour of the field when restricted to th…
- 0 votes0 replies1 view
Strict inefficiency of the Riemann estimator for stable-process local times
Let denote the Riemann estimator of the local time at for a symmetric stable process, and let be the correspondi…
- 0 votes0 replies0 views
Local-time convergence conjecture for conditioned Galton–Watson trees
Let , , and be as in the conditioned Galton–Watson tree theorem, and write . Let and denote respec…
- 0 votes0 replies0 views
Uniform convergence conjecture for fractional local-time approximations
Uniform convergence conjecture. Uniform convergence over compact subsets of in the general case should eventually be proved by obtaining suitable…
- 0 votes0 replies0 views
Heuristic convergence to fractional local-time derivatives
Heuristic convergence conjecture. Under suitable hypotheses, the sequence converges to a scalar multiple of .
- 0 votes0 replies0 views
Tóth's conjecture on finitely many three-favorite-site occurrences
Tóth's conjecture. The number of times at which the walk is at one of exactly three favorite sites is finite almost surely:
- 0 votes0 replies0 views
Jung–Markowsky Gaussian limit conjecture for the derivative of self-intersection local time
Let be a one-dimensional fractional Brownian motion with Hurst parameter , and let … where…
- 0 votes0 replies1 view
Rosen's fourth-power central limit conjecture for Brownian local time increments
Let be Brownian motion, let denote its local time at , and define the increment … Let be independent of…
- 0 votes0 replies0 views
Critical logarithmic exponent conjecture for Brownian motion's favorite points
Let be Brownian motion, let denote its local time, and let … be the set of favorite points at time . Define … The preceding result establishes … for every …
- 0 votes0 replies0 views
Hu–Nualart–Xu's fractional Brownian motion additive-functional CLT extension
Hu–Nualart–Xu's extension conjecture. The central limit theorem
- 0 votes0 replies1 view
Lifshits–Shi escape-rate conjecture for the most visited site of Brownian motion
Let be the jointly continuous local times of a one-dimensional Brownian motion, let , and let be any point such that…
- 0 votes0 replies0 views
Spatial continuity conjecture for the renormalized derivative of fBm self-intersection local time
Let denote the derivative with respect to the spatial variable of the derivative self-intersection local time of fractional Brownian motion at time , and let…
- 0 votes0 replies0 views
Adler's local time convergence conjecture for branching random walks
A branching random walk is a particle system in which particles move according to a random walk and reproduce according to a critical branching mechanism; its local time process re…
- 0 votes0 replies0 views
Critical roughness conjecture for local times of Lévy processes
Critical roughness conjecture. The local time may be a rough path of roughness .
- 0 votes0 replies0 views
Infinite sites with local time one for slowly transient random walks
Let be the random walk on the line considered in the paper, with transition parameters , and let denote the local time at site . Assume th…