Random paths with bounded local time

DOI10.4171/JEMS/216zbMath1202.60131arXiv0805.3326MaRDI QIDQ983892

Itai Benjamini, Nathanaël Berestycki

Publication date: 13 July 2010

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

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

zbMATH Keywords

Brownian motion; local times; Ray-Knight theorem; entropic repulsion; self-repelling processes

Mathematics Subject Classification ID

60J65: Brownian motion

60J55: Local time and additive functionals

60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)

Related Items

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, On a structure of a conditioned random walk on the integers with bounded local times, Structural properties of conditioned random walks on integer lattices with random local constraints, On representations and simulation of conditioned random walks on integer lattices, Greedy walk on the real line, Galton-Watson trees with vanishing martingale limit, Brownian motion conditioned to spend limited time below a barrier

Cites Work

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