Large deviations for Brownian motion in a random scenery (Q1408498)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Large deviations for Brownian motion in a random scenery |
scientific article |
Statements
Large deviations for Brownian motion in a random scenery (English)
0 references
23 September 2003
0 references
The authors consider the large deviation principle for the Brownian occupation time in random scenery \(\frac{1}{t}\int_0^t\xi (B_s)\,ds\). Here \(\{B_s;s\geq 0\}\) is the Brownian motion in \(R^d\) and \(\xi\) is a random field on \(R^d\) independent from \(B.\) In the article \(\xi\) equals to a random constant on every unit cube from the partition of \(R^d\) on the unit cubes. It is supposed, that the values of \(\xi\) on the different cubes are i.i.d. bounded random variables with the zero mean. In order to get the large deviations the authors combine the large deviations principle for the family of random fields \(\overline{\xi}_r(x)= \xi ([rx])\), \(r>0\), and for the occupation measures for \(B.\) The large deviations are obtained in both quenched and annealed cases (i.e. when \(\xi\) is fixed and when the expectation is taken over both \(\xi\) and \(B\)).
0 references
random scenery
0 references
large deviations
0 references
Brownian occupation time
0 references
Feynman-Kac formula
0 references