Brownian occupation measures, compactness and large deviations

DOI10.1214/15-AOP1065zbMATH Open1364.60037arXiv1404.5259MaRDI QIDQ504252FDOQ504252

S. R. S. Varadhan, Chiranjib Mukherjee

Publication date: 13 January 2017

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: In proving large deviation estimates, the lower bound for open sets and upper bound for compact sets are essentially local estimates. On the other hand, the upper bound for closed sets is global and compactness of space or an exponential tightness estimate is needed to establish it. In dealing with the occupation measure $L_t(A)=frac1tin{t}_0^t{1}_A(W_s)ds$ of the $d$ dimensional Brownian motion, which is not positive recurrent, there is no possibility of exponential tightness. The space of probability distributions $mathcal{M}_1(R^d)$ can be compactified by replacing the usual topology of weak convergence by the vague toplogy, where the space is treated as the dual of continuous functions with compact support. This is essentially the one point compactification of $R^d$ by adding a point at $infty$ that results in the compactification of $mathcal{M}_1(R^d)$ by allowing some mass to escape to the point at $infty$. If one were to use only test functions that are continuous and vanish at $infty$ then the compactification results in the space of sub-probability distributions $mathcal{M}_{le1}(R^d)$ by ignoring the mass at $infty$. The main drawback of this compactification is that it ignores the underlying translation invariance. More explicitly, we may be interested in the space of equivalence classes of orbits $widetilde{mathcalM}_1=widetilde{mathcalM}_1(R^d)$ under the action of the translation group $R^d$ on $mathcal{M}_1(R^d)$. There are problems for which it is natural to compactify this space of orbits. We will provide such a compactification, prove a large deviation principle there and give an application to a relevant problem.

Full work available at URL: https://arxiv.org/abs/1404.5259

zbMATH Keywords

large deviationsBrownian motionoccupation measurescompactificationpolaron problem

Mathematics Subject Classification ID

Large deviations (60F10) Brownian motion (60J65) Transition functions, generators and resolvents (60J35)

Cited In (19)

• Equilibrium large deviations for mean-field systems with translation invariance
• The role of topology in large deviations
• Dynamic polymers: invariant measures and ordering by noise
• The random walk penalised by its range in dimensions \(d\geqslant 3\)
• Mean‐Field Interaction of Brownian Occupation Measures II: A Rigorous Construction of the Pekar Process
• Temporal asymptotics for fractional parabolic Anderson model
• The Polaron Measure
• Subcritical Gaussian multiplicative chaos in the Wiener space: construction, moments and volume decay
• Localization of the Gaussian multiplicative chaos in the Wiener space and the stochastic heat equation in strong disorder
• Central limit theorem for Gibbs measures on path spaces including long range and singular interactions and homogenization of the stochastic heat equation
• Large deviation principle for the intersection measure of Brownian motions on unbounded domains
• Identification of the polaron measure in strong coupling and the Pekar variational formula
• Localization of directed polymers in continuous space
• Localization at the boundary for conditioned random walks in random environment in dimensions two and higher
• The endpoint distribution of directed polymers
• The stochastic heat equation with multiplicative Lévy noise: existence, moments, and intermittency
• Mean-field interaction of Brownian occupation measures. I: Uniform tube property of the Coulomb functional
• A conversation with S. R. S. Varadhan
• Localization of directed polymers with general reference walk

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