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

DOI10.1214/10-AIHP371zbMath1216.60028arXiv0806.0597OpenAlexW2963424454MaRDI QIDQ537138

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

zbMATH Keywords

Brownian motionrecurrenceconditioningtransiencelocal timeintegral testentropic repulsion

Mathematics Subject Classification ID

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

Related Items (7)

On representations and simulation of conditioned random walks on integer lattices ⋮ Brownian motion conditioned to spend limited time below a barrier ⋮ Structural properties of conditioned random walks on integer lattices with random local constraints ⋮ On a structure of a conditioned random walk on the integers with bounded local times ⋮ Random paths with bounded local time ⋮ Galton-Watson trees with vanishing martingale limit ⋮ Transience and Recurrence of Markov Processes with Constrained Local Time

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