{"issue":"6","status":"public","language":[{"iso":"eng"}],"volume":44,"year":"2016","citation":{"short":"M. Kolb, M. Savov, The Annals of Probability 44 (2016).","apa":"Kolb, M., &#38; Savov, M. (2016). Transience and recurrence of a Brownian path with limited local time. <i>The Annals of Probability</i>, <i>44</i>(6). <a href=\"http://dx.doi.org/10.1214/15-AOP1069\">http://dx.doi.org/10.1214/15-AOP1069</a>","ama":"Kolb M, Savov M. Transience and recurrence of a Brownian path with limited local time. <i>The Annals of Probability</i>. 2016;44(6). doi:<a href=\"http://dx.doi.org/10.1214/15-AOP1069\">http://dx.doi.org/10.1214/15-AOP1069</a>","chicago":"Kolb, Martin, and Mladen Savov. “Transience and Recurrence of a Brownian Path with Limited Local Time.” <i>The Annals of Probability</i> 44, no. 6 (2016). <a href=\"http://dx.doi.org/10.1214/15-AOP1069\">http://dx.doi.org/10.1214/15-AOP1069</a>.","mla":"Kolb, Martin, and Mladen Savov. “Transience and Recurrence of a Brownian Path with Limited Local Time.” <i>The Annals of Probability</i>, vol. 44, no. 6, Institute of Mathematical Statistics, 2016, doi:<a href=\"http://dx.doi.org/10.1214/15-AOP1069\">http://dx.doi.org/10.1214/15-AOP1069</a>.","bibtex":"@article{Kolb_Savov_2016, title={Transience and recurrence of a Brownian path with limited local time}, volume={44}, DOI={<a href=\"http://dx.doi.org/10.1214/15-AOP1069\">http://dx.doi.org/10.1214/15-AOP1069</a>}, number={6}, journal={The Annals of Probability}, publisher={Institute of Mathematical Statistics}, author={Kolb, Martin and Savov, Mladen}, year={2016} }","ieee":"M. Kolb and M. Savov, “Transience and recurrence of a Brownian path with limited local time,” <i>The Annals of Probability</i>, vol. 44, no. 6, 2016, doi: <a href=\"http://dx.doi.org/10.1214/15-AOP1069\">http://dx.doi.org/10.1214/15-AOP1069</a>."},"publisher":"Institute of Mathematical Statistics","publication_status":"published","date_updated":"2022-09-14T04:22:26Z","intvolume":"        44","user_id":"85821","abstract":[{"text":"In this note we investigate the behaviour of Brownian motion conditioned on a growth constraint of its local time which has been previously investigated by Berestycki and Benjamini. For a class of non-decreasing positive functions f(t);t>0, we consider the Wiener measure under the condition that the Brownian local time is dominated by the function f up to time T. In the case where f(t)/t3/2 is integrable we describe the limiting process as T goes to infinity. Moreover, we prove two conjectures in [BB10] in the case for a class of functions f, for which f(t)/t3/2 just fails to be integrable. Our methodology is more general as it relies on the study of the asymptotic of the probability of subordinators to stay above a given curve. Immediately or with adaptations one can study questions like the Brownian motioned conditioned on a growth constraint of its local time at the maximum or more generally a Levy process conditioned on a growth constraint of its local time at the maximum or at zero. We discuss briefly the former. ","lang":"eng"}],"publication":"The Annals of Probability","date_created":"2022-09-14T04:22:23Z","title":"Transience and recurrence of a Brownian path with limited local time","author":[{"first_name":"Martin","id":"48880","full_name":"Kolb, Martin","last_name":"Kolb"},{"full_name":"Savov, Mladen","last_name":"Savov","first_name":"Mladen"}],"department":[{"_id":"96"}],"type":"journal_article","_id":"33357","doi":"http://dx.doi.org/10.1214/15-AOP1069"}