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The infinity version of Blumenthal's 0-1 law
Blumenthal's 0-1 law states that on the space of continuous maps with domain $[0, \infty)$ with the appropriate (Wiener) measure making the coordinate maps Brownian motions starting at $x$, any event ...
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Using a laplace type expansion to get bounds on an integral arising in the study of Brownian motion
Let $ 0 < r < 1$, fix $x > 1$ and consider the integral
$$ I_{r}(x) = \int_{1}^{\infty} \exp\left( - \frac{x^2}{2y^{2r}} - \frac{y^2}{2}\right) \frac{dy}{y^r}.$$
In the investigation of ...
