Author

Jay Rosen

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Preprint Oct 2026

Limit law for Brownian cover time of the two dimensional torus

Let $\mathcal{C}_\varepsilon$ denote the time it takes a Brownian motion to come within distance $\varepsilon$ of every point in the two dimensional torus $\mathbb{T}^2$ of unit area. We prove that for an explicit non-random centering $m_\varepsilon$, the variables $\{\sqrt{\mathcal{C}_{\varepsilon}} - m_\varepsilon \}...

A. Dembo, Jay Rosen, O. Zeitouni · 0 citations

Preprint Aug 2026

Exact moduli of continuity for the local times of Feller Brownian motions

We examine the modulus of continuity, in the spatial variable, of the local time process of Feller Brownian motion (FBM) on the half-line $[0,\infty)$. Briefly, a FBM is a strong Markov process on $[0,\infty)$ that moves like standard Brownian motion on $[0,\infty)$ up until it first encounters the state $0$. The proce...

P. J. Fitzsimmons, Jay Rosen · 0 citations