Logarithmic escape rate of three-dimensional Brownian motion
ID: logarithmic-escape-rate-of-three-dimensional-brownian-motion
For started at a point of radius one, its radial process has the law of the inverse-clock process , where inverts . The logarithmic growth of an exponential Brownian clock with positive drift gives , whereas . Substituting proves the displayed almost sure escape rate and divergence of the radius. Independently, Brownian scaling gives the same rate in probability; if an almost sure logarithmic rate is already known to exist, that identifies its value.
New to topics? Read the docs here!