A note on the long time asymptotics of the Brownian motion with application to the theory of quantum measurement (Q1376531)
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English | A note on the long time asymptotics of the Brownian motion with application to the theory of quantum measurement |
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A note on the long time asymptotics of the Brownian motion with application to the theory of quantum measurement (English)
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9 August 1998
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It is proved that for the standard \(d\)-dimensional Brownian motion \(W\) and any \(\beta<3/2- 1/d\), \(\liminf_{t\to\infty} {1\over t^\beta} \left|\int^t_0 W(s)ds\right|= \infty\) almost surely. As an application, the analogous long time asymptotics for the mean coordinate of a quantum particle with continuously observed position is also obtained when \(d> 2\).
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Brownian motion
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stochastic equation
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quantum filtering
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