Three days ago I uploaded a new Blog Picture / Icon at Settings General. The desired Blavatar shows on my Dashboard at Settings General, but has yet to show as a favicon on browser tabs. I submitted this to WordPress Support two days ago and have received no response.
I see the small dog that appears as your avatar here in the forums also appearing as your blavatar. Is that the image in question or not? If it is and you cannot see it then you have a browser issue. If that case see here > http://en.support.wordpress.com/browser-issues/