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<titleInfo><title>Transience and recurrence of a Brownian path with limited local time</title></titleInfo>


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<name type="personal">
  <namePart type="given">Martin</namePart>
  <namePart type="family">Kolb</namePart>
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<name type="personal">
  <namePart type="given">Mladen</namePart>
  <namePart type="family">Savov</namePart>
  <role><roleTerm type="text">author</roleTerm> </role></name>







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  <identifier type="local">96</identifier>
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<abstract lang="eng">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&gt;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. </abstract>

<originInfo><publisher>Institute of Mathematical Statistics</publisher><dateIssued encoding="w3cdtf">2016</dateIssued>
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<relatedItem type="host"><titleInfo><title>The Annals of Probability</title></titleInfo><identifier type="doi">http://dx.doi.org/10.1214/15-AOP1069</identifier>
<part><detail type="volume"><number>44</number></detail><detail type="issue"><number>6</number></detail>
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<short>M. Kolb, M. Savov, The Annals of Probability 44 (2016).</short>
<chicago>Kolb, Martin, and Mladen Savov. “Transience and Recurrence of a Brownian Path with Limited Local Time.” &lt;i&gt;The Annals of Probability&lt;/i&gt; 44, no. 6 (2016). &lt;a href=&quot;http://dx.doi.org/10.1214/15-AOP1069&quot;&gt;http://dx.doi.org/10.1214/15-AOP1069&lt;/a&gt;.</chicago>
<apa>Kolb, M., &amp;#38; Savov, M. (2016). Transience and recurrence of a Brownian path with limited local time. &lt;i&gt;The Annals of Probability&lt;/i&gt;, &lt;i&gt;44&lt;/i&gt;(6). &lt;a href=&quot;http://dx.doi.org/10.1214/15-AOP1069&quot;&gt;http://dx.doi.org/10.1214/15-AOP1069&lt;/a&gt;</apa>
<ieee>M. Kolb and M. Savov, “Transience and recurrence of a Brownian path with limited local time,” &lt;i&gt;The Annals of Probability&lt;/i&gt;, vol. 44, no. 6, 2016, doi: &lt;a href=&quot;http://dx.doi.org/10.1214/15-AOP1069&quot;&gt;http://dx.doi.org/10.1214/15-AOP1069&lt;/a&gt;.</ieee>
<ama>Kolb M, Savov M. Transience and recurrence of a Brownian path with limited local time. &lt;i&gt;The Annals of Probability&lt;/i&gt;. 2016;44(6). doi:&lt;a href=&quot;http://dx.doi.org/10.1214/15-AOP1069&quot;&gt;http://dx.doi.org/10.1214/15-AOP1069&lt;/a&gt;</ama>
<bibtex>@article{Kolb_Savov_2016, title={Transience and recurrence of a Brownian path with limited local time}, volume={44}, DOI={&lt;a href=&quot;http://dx.doi.org/10.1214/15-AOP1069&quot;&gt;http://dx.doi.org/10.1214/15-AOP1069&lt;/a&gt;}, number={6}, journal={The Annals of Probability}, publisher={Institute of Mathematical Statistics}, author={Kolb, Martin and Savov, Mladen}, year={2016} }</bibtex>
<mla>Kolb, Martin, and Mladen Savov. “Transience and Recurrence of a Brownian Path with Limited Local Time.” &lt;i&gt;The Annals of Probability&lt;/i&gt;, vol. 44, no. 6, Institute of Mathematical Statistics, 2016, doi:&lt;a href=&quot;http://dx.doi.org/10.1214/15-AOP1069&quot;&gt;http://dx.doi.org/10.1214/15-AOP1069&lt;/a&gt;.</mla>
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