Divergence of a positive planar Brownian occupation integral

ID: divergence-of-a-positive-planar-brownian-occupation-integral

If is a continuous probability density on and is planar Brownian motion, then
almost surely. The density is bounded below on some disc, recurrence supplies infinitely many visits to a smaller concentric disc, and the Strong Markov property gives infinitely many visits of a fixed positive duration.

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