Annealed tail estimates for a Brownian motion in a drifted Brownian potential

DOI10.1214/009117906000000539zbMATH Open1122.60069arXivmath/0601500OpenAlexW2000425726MaRDI QIDQ879248FDOQ879248

Authors: Marina Talet 

Publication date: 8 May 2007

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

Abstract: We study Brownian motion in a drifted Brownian potential in the subexponential regime. We prove that the annealed probability of deviating below the almost sure speed has a polynomial rate of decay and compute the exponent in this power law. This provides a continuous-time analogue of what Dembo, Peres and Zeitouni proved for the transient random walk in random environment. Our method takes a completely different route, making use of Lamperti's representation together with an iteration scheme.

Full work available at URL: https://arxiv.org/abs/math/0601500

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zbMATH Keywords

large deviationBessel processrandom potentialLamperti representationdrifted Brownian motion

Mathematics Subject Classification ID

Diffusion processes (60J60) Strong limit theorems (60F15)

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Cited In (11)

• Diffusion at the random matrix hard edge
• Solving equations with semimartingale noise
• A Schrödinger random operator with semimartingale potential
• The killed Brox diffusion
• Rates of convergence of diffusions with drifted Brownian potentials
• Almost sure asymptotics for the local time of a diffusion in Brownian environment
• Local time of a diffusion in a stable Lévy environment
• Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment
• Estimates on the speedup and slowdown for a diffusion in a drifted Brownian potential
• Large deviations for a Brownian motion in a drifted Brownian potential
• The maximum of the local time of a diffusion process in a drifted Brownian potential

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