Exponential decay of lifetimes and a theorem of Kac on total occupation times (Q1819144)

Let \(({1 \over 2}{\mathbb{D}},H^1(R^d))\) be the classical Dirichlet form and \((B_t,P^W_x)\) the associated Brownian motion. For a regular domain \(D\) of \(R^d\), denote by \(B^D_t\) the part process of \(B_t\) on \(D\). Let \(\mu\) be a positive Radon measure in the Kato class with finite total mass and \(A^\mu_t\) the continuous additive functional associated with \(\mu\). Then the life time of the time changed process \(Y^\mu_t\) of \(B^D_t\) by the continuous additive functional \(A^\mu_{\tau_D \wedge t}\) becomes \(A^\mu_{\tau_D}\), where \(\tau_D\) is the first exit time from \(D\). After checking the conditions for the full large deviation principle of \(Y^\mu_t\), the author applies it to get \[ \lim_{\beta \to \infty}\tfrac 1\beta\log P^W_x(A^\mu_{\tau_D}>\beta) = -\lambda\quad \text{ for }\lambda= \inf \left\{\tfrac 12{\mathbb{D}}(u,u):u\in C^\infty_0(D), \int_D u^2 d\mu=1\right\}. \] As an application, it follows that \(\sup_{x \in D} E^W_x(e^{A^\mu_{\tau_D}}) < \infty\) or \(= \infty\) if \(\lambda >1\) or \(<1\), respectively. Further, under the hypothesis that \(|D|<\infty\), the author proves that \(E^W_x(e^{A^\mu_{\tau_D}})=\infty\) for \(\lambda=1\). Several examples containing the exponential decay of the life time of a mutidimensional diffusion are presented.