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

DOI10.1214/10-AIHP371MaRDI QIDQ537138zbMATH OpenOpenAlexFDO

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)

Full work available at URL https://arxiv.org/abs/0806.0597, https://eudml.org/doc/242832

zbMATH Keywords

Brownian motionconditioninglocal timerecurrencetransienceintegral testentropic repulsion

Mathematics Subject Classification ID

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

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.

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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
• scientific article; zbMATH DE number 1301688 (Why is no real title available?)
• 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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