Infinite occupation time of one-dimensional Brownian motion

ID: infinite-occupation-time-of-one-dimensional-brownian-motion

A one-dimensional Brownian motion spends an infinite total time in every nonempty open interval almost surely. To prove this for after first hitting zero, alternate exits from that interval with returns to zero. By recurrence of one-dimensional Brownian motion all these stopping times are finite, and the Strong Markov property makes the successive exit durations independent and identically distributed random variables that are strictly positive. Some fixed positive duration is exceeded with positive probability, so the Borel-Cantelli lemma makes the sum of the durations infinite. Translate and scale for other intervals. In particular, if a nonnegative function is bounded below by a positive constant on such an interval, its infinite-horizon Brownian occupation time integral diverges. Recurrent visits alone, without this duration argument, would not prove divergence of an integral.

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