Uniform large deviation for pinned hyperbolic Brownian motion

2011 ◽  
Vol 23 (4) ◽  
Author(s):  
Kanji Ichihara
Keyword(s):  
Brownian Motion ◽  
Large Deviation ◽  
Hyperbolic Brownian Motion

scholarly journals On the Asymptotic Behavior of the Hyperbolic Brownian Motion

2014 ◽  
Vol 154 (6) ◽  
pp. 1550-1568 ◽  
Author(s):  
Valentina Cammarota ◽  
Alessandro De Gregorio ◽  
Claudio Macci
Keyword(s):  
Asymptotic Behavior ◽  
Brownian Motion ◽  
Hyperbolic Brownian Motion

scholarly journals LARGE DEVIATIONS FOR FLOWS OF INTERACTING BROWNIAN MOTIONS

2010 ◽  
Vol 10 (03) ◽  
pp. 315-339 ◽  
Author(s):  
A. A. DOROGOVTSEV ◽  
O. V. OSTAPENKO
Keyword(s):  
Brownian Motion ◽  
Large Deviations ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Stochastic Flows ◽  
Brownian Motions ◽  
Deviation Principle ◽  
And Brownian Motion

We establish the large deviation principle (LDP) for stochastic flows of interacting Brownian motions. In particular, we consider smoothly correlated flows, coalescing flows and Brownian motion stopped at a hitting moment.

Hyperbolic and fractional hyperbolic Brownian motion

Stochastics ◽  
2007 ◽  
Vol 79 (6) ◽  
pp. 505-522 ◽  
Author(s):  
Lanjun Lao ◽  
Enzo Orsingher
Keyword(s):  
Brownian Motion ◽  
Hyperbolic Brownian Motion

A LARGE DEVIATION FOR OCCUPATION TIME OF SUPER α-STABLE PROCESS

2008 ◽  
Vol 11 (01) ◽  
pp. 53-71 ◽  
Author(s):  
QIU-YUE LI ◽  
YAN-XIA REN
Keyword(s):  
Brownian Motion ◽  
Large Deviations ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Stable Process ◽  
Rate Function ◽  
Occupation Time ◽  
Occupation Times ◽  
Tail Probabilities ◽  
Super Brownian Motion

We derive a large deviation principle for occupation time of super α-stable process in ℝd with d > 2α. The decay of tail probabilities is shown to be exponential and the rate function is characterized. Our result can be considered as a counterpart of Lee's work on large deviations for occupation times of super-Brownian motion in ℝd for dimension d > 4 (see Ref. 10).

Occupation time processes of super-Brownian motion with cut-off branching

2004 ◽  
Vol 41 (4) ◽  
pp. 984-997 ◽  
Author(s):  
Zhao Dong ◽  
Shui Feng
Keyword(s):  
Brownian Motion ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Rate Function ◽  
Occupation Time ◽  
Time Behavior ◽  
Long Time ◽  
Super Brownian Motion ◽  
Dimension One ◽  
Occupation Time Process

In this article we investigate a class of superprocess with cut-off branching, studying the long-time behavior of the occupation time process. Persistence of the process holds in all dimensions. Central-limit-type theorems are obtained, and the scales are dimension dependent. The Gaussian limit holds only when d ≤ 4. In dimension one, a full large deviation principle is established and the rate function is identified explicitly. Our result shows that the super-Brownian motion with cut-off branching in dimension one has many features that are similar to super-Brownian motion in dimension three.

scholarly journals Path properties of the primitives of a Brownian motion

2001 ◽  
Vol 70 (1) ◽  
pp. 119-133 ◽  
Author(s):  
Zhengyan Lin
Keyword(s):  
Brownian Motion ◽  
Positive Integer ◽  
Gaussian Process ◽  
Large Deviation ◽  
Asymptotic Properties ◽  
Standard Brownian Motion ◽  
Moduli Of Continuity ◽  
Large Increments ◽  
Path Properties

AbstractLet {W(t), t ≥ 0} be a standard Brownian motion. For a positive integer m, define a Gaussian process Watanabe and Lachal gave some asymptotic properties of the process Xm(·), m ≥ 1. In this paper, we study the bounds of its moduli of continuity and large increments by establishing large deviation results.

QUENCHED LARGE DEVIATION FOR SUPER-BROWNIAN MOTION WITH RANDOM IMMIGRATION

2008 ◽  
Vol 11 (04) ◽  
pp. 627-637
Author(s):  
WENMING HONG
Keyword(s):  
Brownian Motion ◽  
Large Deviation ◽  
Critical Dimension ◽  
Super Brownian Motion ◽  
Random Immigration

Quenched local large deviation is derived for the super-Brownian motion with super-Brownian immigration, in dimension d ≥ 4. At the critical dimension d = 4, the quenched and annealed LDP are of the same speed but are different rate.

Sign in / Sign up

Export Citation Format

Share Document