"Favourite sites, favourite values and jumping
sizes for random walk and Brownian motion"
Endre Csáki, Pál Révész
and Zhan Shi
Summary: We determine: (a) the joint almost sure
asymptotic behaviour of the most visited site and the
maximum local time of one-dimensional simple random
walk or Brownian motion; (b) the maximal jumping size
of the most visited site. These solve two open problems
of Erdös and Révész.
Keywords: Local time, favourite site, random walk,
Brownian motion.
AMS 1991 subject classification: 60J55; 60J15;
60J65.