Random paths with bounded local time

DOI10.4171/JEMS/216zbMATH Open1202.60131arXiv0805.3326MaRDI QIDQ983892FDOQ983892

Authors: Itai Benjamini, Nathanaël Berestycki 

Publication date: 13 July 2010

Published in: Journal of the European Mathematical Society (JEMS) (Search for Journal in Brave)

Abstract: We consider one-dimensional Brownian motion conditioned (in a suitable sense) to have a local time at every point and at every moment bounded by some fixed constant. Our main result shows that a phenomenon of entropic repulsion occurs: that is, this process is ballistic and has an asymptotic velocity approximately 4.58... as high as required by the conditioning (the exact value of this constant involves the first zero of a Bessel function). We also study the random walk case and show that the process is asymptotically ballistic but with an unknown speed.

Full work available at URL: https://arxiv.org/abs/0805.3326

Recommendations

• Transience and recurrence of a Brownian path with limited local time
• On a structure of a conditioned random walk on the integers with bounded local times
• Limit laws for Brownian motion conditioned to reach a high level
• An integral test for the transience of a Brownian path with limited local time
• Transience and recurrence of Markov processes with constrained local time

zbMATH Keywords

Brownian motionlocal timesRay-Knight theorementropic repulsionself-repelling processes

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Brownian motion (60J65) Local time and additive functionals (60J55)

Cites Work

• Title not available (Why is that?)
• An integral test for the transience of a Brownian path with limited local time

Cited In (10)

• Structural properties of conditioned random walks on integer lattices with random local constraints
• Transience and recurrence of Markov processes with constrained local time
• 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
• Microthesis: Processes with constrained local time.
• On representations and simulation of conditioned random walks on integer lattices
• Galton-Watson trees with vanishing martingale limit
• Stochastic Sequences with a Regenerative Structure that May Depend Both on the Future and on the Past
• An integral test for the transience of a Brownian path with limited local time
• Greedy walk on the real line

This page was built for publication: Random paths with bounded local time

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q983892)