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Large increments of Brownian motion

Large increments of Brownian motion

Let X(t) denote Brownian motion on the line 0 ≤ t < ∞, let and let 0 < α < 1. Orey and Taylor [5] have investigated the random set defined by the inequalities and proved that P{dim E α = 1 – α 2 } = 1. Here we …