Sublinear local time under the recurrent limiting measure

Let ff satisfy

1f(t)t3/2dt=,\int_1^\infty \frac{f(t)}{t^{3/2}}\,dt=\infty,

and let P\mathbb{P} be any weak limit of the conditioned Wiener measures Wt\mathbb{W}_t. Let LtL_t denote the local time at the origin at time tt. Local-time separation conjecture. There exists a nonnegative deterministic function ω(t)\omega(t) with ω(t)\omega(t)\to\infty as tt\to\infty such that

P(Ltf(t)ω(t))1\mathbb{P}\left(L_t\le\frac{f(t)}{\omega(t)}\right)\to1

as tt\to\infty. This is proposed in the recurrent regime as a further description of the limiting process and is presented as an open problem.

Sources & referencesView supporting material

Primary source

Itai Benjamini and Nathanael Berestycki, “An integral test for the transience of a Brownian path with limited local time”, arXiv:0806.0597 (2010).

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