Large deviations for Brownian intersection measures

DOI10.1002/CPA.21407zbMATH1284.60059OpenAlexW2112406043MaRDI QIDQ4904472FDOQ4904472

Authors W. König, Chiranjib Mukherjee

Publication date 30 January 2013

Published in Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1105.1063

zbMATH Keywords

large deviationslocal timerate function

Mathematics Subject Classification ID

Large deviations (60F10) Brownian motion (60J65)

Abstract: We consider $p$ independent Brownian motions in $R^d$. We assume that $pgeq2$ and $p(d-2)<d$. Let $el{l}_t$ denote the intersection measure of the $p$ paths by time $t$, i.e., the random measure on $R^d$ that assigns to any measurable set $Asubset{R}^d$ the amount of intersection local time of the motions spent in $A$ by time $t$. Earlier results of Chen cite{Ch09} derived the logarithmic asymptotics of the upper tails of the total mass $el{l}_t(R^d)$ as $toinfty$. In this paper, we derive a large-deviation principle for the normalised intersection measure $t^{-p}el{l}_t$ on the set of positive measures on some open bounded set $Bsubset{R}^d$ as $toinfty$ before exiting $B$. The rate function is explicit and gives some rigorous meaning, in this asymptotic regime, to the understanding that the intersection measure is the pointwise product of the densities of the normalised occupation times measures of the $p$ motions. Our proof makes the classical Donsker-Varadhan principle for the latter applicable to the intersection measure. A second version of our principle is proved for the motions observed until the individual exit times from $B$, conditional on a large total mass in some compact set $UsubsetB$. This extends earlier studies on the intersection measure by K"onig and M"orters cite{KM01,KM05}.

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Cited in

(12)

• Brownian intersection local times: Exponential moments and law of large masses
• Large deviations for intersection local times in critical dimension
• Intersections of Brownian motions
• Large deviations for intersection measures of some Markov processes
• A Gibbsian model for message routeing in highly dense multihop networks
• Brownian cylinders and intersecting branes
• Large deviation principle for the intersection measure of Brownian motions on unbounded domains
• scientific article; zbMATH DE number 1775598 (Why is no real title available?)
• \(L^p\)-Kato class measures and their relations with Sobolev embedding theorems for Dirichlet spaces
• Large deviations and renormalization for Riesz potentials of stable intersection measures
• Extremal geometry of a Brownian porous medium
• Large deviation principle for additive functionals of Brownian motion corresponding to Kato measures

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