Brownian Motion on Compact Manifolds: Cover Time and Late Points
Author(s) -
Amir Dembo,
Yuval Peres,
Jay Rosen
Publication year - 2003
Publication title -
electronic journal of probability
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.666
H-Index - 53
ISSN - 1083-6489
DOI - 10.1214/ejp.v8-139
Subject(s) - mathematics , riemannian manifold , brownian motion , ball (mathematics) , combinatorics , boundary (topology) , cover (algebra) , dimension (graph theory) , mathematical analysis , hausdorff dimension , geometry , mechanical engineering , statistics , engineering
Let M be a smooth, compact, connected Riemannian manifold of dimension d‚ 3 and without boundary. Denote byT (x;†) the hitting time of the ball of radius † centered at x by Brownian motion on M. Then, C†(M) = supx2MT (x;†) is the time it takes Brownian motion to come within r of all points in M. We prove thatC†(M)=†2¡djlog†j! ∞dV (M) almost surely as †! 0, where V (M) is the Riemannian volume of M. We also obtain the \multi-fractal spectrum" f(fi) for \late points", i.e., the dimension of the set of fi-late points x in M for which limsup†!0T (x;†)=(†2¡djlog†j) = fi > 0.
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