Asymptotic properties of additive functionals of Brownian motion (Q1356373): Difference between revisions

Let \(\mu\) be a Borel measure on \({\mathbf R}^d\) which is in the Kato class \(K_d\), and let \(A^{\mu}=(A_t^{\mu},t\geq 0)\) be the additive functional with Revuz measure \(\mu\). Let \(\rho\in H^1_2({\mathbf R}^d)\) (the Sobolev space of order 1) be a bounded and continuous function, and let \(N^{\rho}=(N_t^{\rho}, t\geq 0)\) be the continuous additive functional of zero energy in Fukushima's decomposition of \(\rho(X_t)- \rho(X_0)\). Here \(X=(X_t,P_x)\) denotes the Brownian motion in \({\mathbf R}^d\). Consider the following generalized Schrödinger semigroup: \[ (T_t f)(x)=E_x[\exp (N_t^{\rho}-A_t^{\mu})(f(X_t)],\qquad f\in B_b({\mathbf R}^d). \] This semigroup was studied by \textit{J. Glover, M. Rao, H. Šikić} and \textit{R. Song} [J. Funct. Anal. 125, No. 2, 358-378 (1994; Zbl 0807.60056)]. It was shown there that \(T_t\) extends to a strongly continuous semigroup on \(L^2({\mathbf R}^d)\), and the quadratic form associated with \(T_t\) is given by \[ Q(u,v)= {1\over 2} \int_{{\mathbf R}^d}\nabla u(x) \cdot \nabla v(x) dx +{1 \over 2} \int_{{\mathbf R}^d}\nabla (uv)(x) \nabla \rho (x) dx + \int_{{\mathbf R}^d} u(x) v(x) \mu(dx), \] \(D(Q) = H_2^1({\mathbf R}^d)\). The authors are concerned with asymptotic properties of additive functionals of zero energy. More precisely, they study the limits of the type \(\lim_{t\to \infty} {1\over t}\log E_x[\exp(N_t^{\rho}-A_t^{\mu})]\). Here is the main result: Let \(M_1({\mathbf R}^d)\) be the space of all probability measures on \({\mathbf R}^d\). The rate function \(I\) is defined on \(M_1({\mathbf R}^d)\) by \( I(\nu)= Q(\varphi,\varphi)\), if \(\nu\ll dx\) and \(\varphi=\sqrt{ d\nu/dx}\in D(Q)\), \(I(\nu)=+\infty\), otherwise. Let \(L_t(A)\), \(A\in B_b({\mathbf R}^d)\), denote the occupation measure of Brownian motion. Then (i) for any open set \(G\in M_1({\mathbf R}^d)\) and \(x\in {\mathbf R}^d\), \[ \lim_{t\to +\infty} {1\over t} \log E_x[\exp(N_t^{\rho}- A_t^{\mu}), L_t\in G] \geq - \inf_{\nu \in G} I(\nu), \] and (ii) for any compact set \(K\in M_1({\mathbf R}^d)\) and \(x\in {\mathbf R}^d\), \[ \limsup_{t\to +\infty} {1\over t} \log E_x[\exp(N_t^{\rho}- A_t^{\mu}), L_t\in K] \leq - \inf_{\nu \in K} I(\nu). \] In the last section, the results are applied to the Hilbert transform of Brownian local time.