Brownian occupation measures, compactness and large deviations

DOI10.1214/15-AOP1065MaRDI QIDQ504252zbMATH OpenFDO

Authors Chiranjib Mukherjee, S. R. S. Varadhan

Publication date 13 January 2017

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

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

zbMATH Keywords

Brownian motioncompactificationlarge deviationsoccupation measurespolaron problem

Mathematics Subject Classification ID

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

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.

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Cited in

(23)

• Equilibrium large deviations for mean-field systems with translation invariance
• Mean-field interaction of Brownian occupation measures. I: Uniform tube property of the Coulomb functional
• Temporal asymptotics for fractional parabolic Anderson model
• Localization of directed polymers with general reference walk
• The role of topology in large deviations
• Localization of directed polymers in continuous space
• Localization at the boundary for conditioned random walks in random environment in dimensions two and higher
• The random walk penalised by its range in dimensions \(d\geqslant 3\)
• Dynamic polymers: invariant measures and ordering by noise
• Central limit theorem for Gibbs measures on path spaces including long range and singular interactions and homogenization of the stochastic heat equation
• The endpoint distribution of directed polymers
• Identification of the polaron measure in strong coupling and the Pekar variational formula
• Localization of the Gaussian multiplicative chaos in the Wiener space and the stochastic heat equation in strong disorder
• Large deviation principle for the intersection measure of Brownian motions on unbounded domains
• Mean-field interaction of Brownian occupation measures. II: A rigorous construction of the Pekar process.
• The polaron measure
• The stochastic heat equation with multiplicative Lévy noise: existence, moments, and intermittency
• Subcritical Gaussian multiplicative chaos in the Wiener space: construction, moments and volume decay
• A conversation with S. R. S. Varadhan
• Strong large deviation principles for pair empirical measures of random walks in the Mukherjee-Varadhan topology
• A strong large deviation principle for the empirical measure of random walks
• Effective mass of the Fröhlich polaron and the Landau-Pekar-Spohn conjecture
• Feynman-Kac formulas for semigroups generated by multi-polaron Hamiltonians in magnetic fields and on general domains

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