An integral test for the transience of a Brownian path with limited local time

DOI10.1214/10-AIHP371zbMATH Open1216.60028arXiv0806.0597OpenAlexW2963424454MaRDI QIDQ537138FDOQ537138

Authors: Itai Benjamini, Nathanaël Berestycki 

Publication date: 19 May 2011

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Abstract: We study a one-dimensional Brownian motion conditioned on a self-repelling behaviour. Given a nondecreasing positive function f(t), consider the measures mu_t obtained by conditioning a Brownian path so that L_s< f(s), for all s<t, where L_s is the local time spent at the origin by time s. It is shown that the measures mu_t are tight, and that any weak limit of mu_t as t tends to infinity is transient provided that t^{-3/2}f(t) is integrable. We conjecture that this condition is sharp and present a number of open problems.

Full work available at URL: https://arxiv.org/abs/0806.0597

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zbMATH Keywords

Brownian motionconditioninglocal timerecurrencetransienceintegral testentropic repulsion

Mathematics Subject Classification ID

Brownian motion (60J65) Sample path properties (60G17) Processes in random environments (60K37)

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Cited In (9)

• Structural properties of conditioned random walks on integer lattices with random local constraints
• Transience and recurrence of Markov processes with constrained local time
• Random paths with bounded local time
• Title not available (Why is that?)
• On a structure of a conditioned random walk on the integers with bounded local times
• Brownian motion conditioned to spend limited time below a barrier
• On representations and simulation of conditioned random walks on integer lattices
• Galton-Watson trees with vanishing martingale limit
• Transience and recurrence of a Brownian path with limited local time

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