Large deviations for Brownian motion in a random potential

IF 0.6 4区 数学 Q4 STATISTICS & PROBABILITY Esaim-Probability and Statistics Pub Date : 2020-01-01 DOI:10.1051/ps/2020007
D. Boivin, Thi Thu Hien Lê
{"title":"Large deviations for Brownian motion in a random potential","authors":"D. Boivin, Thi Thu Hien Lê","doi":"10.1051/ps/2020007","DOIUrl":null,"url":null,"abstract":"A quenched large deviation principle for Brownian motion in a stationary potential is proved. As the proofs are based on a method developed by Sznitman [Comm. Pure Appl. Math. 47 (1994) 1655–1688] for Brownian motion among obstacles with compact support no regularity conditions on the potential is needed. In particular, the sufficient conditions are verified by potentials with polynomially decaying correlations such as the classical potentials studied by Pastur [Teoret. Mat. Fiz. 32 (1977) 88–95] and Fukushima [J. Stat. Phys. 133 (2008) 639–657] and the potentials recently introduced by Lacoin [Ann. Inst. Henri Poincaré Probab. Stat. 48 (2012) 1010–1028; 1029–1048].","PeriodicalId":51249,"journal":{"name":"Esaim-Probability and Statistics","volume":"48 1","pages":""},"PeriodicalIF":0.6000,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Esaim-Probability and Statistics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1051/ps/2020007","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 1

Abstract

A quenched large deviation principle for Brownian motion in a stationary potential is proved. As the proofs are based on a method developed by Sznitman [Comm. Pure Appl. Math. 47 (1994) 1655–1688] for Brownian motion among obstacles with compact support no regularity conditions on the potential is needed. In particular, the sufficient conditions are verified by potentials with polynomially decaying correlations such as the classical potentials studied by Pastur [Teoret. Mat. Fiz. 32 (1977) 88–95] and Fukushima [J. Stat. Phys. 133 (2008) 639–657] and the potentials recently introduced by Lacoin [Ann. Inst. Henri Poincaré Probab. Stat. 48 (2012) 1010–1028; 1029–1048].
查看原文
分享 分享
微信好友 朋友圈 QQ好友 复制链接
本刊更多论文
随机势中布朗运动的大偏差
证明了静止势下布朗运动的淬灭大偏差原理。由于证明是基于Sznitman [Comm. Pure apple]开发的一种方法。数学[j] . 47(1994)[1655-1688]对于有紧支承的障碍物之间的布朗运动,不需要势的正则性条件。特别是,充分条件由多项式衰减相关的势来验证,如帕斯图尔[Teoret]研究的经典势。[J] .科学通报,2002(2):1 - 8。物理学报,133(2008)639-657]和Lacoin最近介绍的电位[Ann。亨利·庞卡罗:可能吧。Stat. 48 (2012) 1010-1028;1029 - 1048年)。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
求助全文
约1分钟内获得全文 去求助
来源期刊
Esaim-Probability and Statistics
Esaim-Probability and Statistics STATISTICS & PROBABILITY-
CiteScore
1.00
自引率
0.00%
发文量
14
审稿时长
>12 weeks
期刊介绍: The journal publishes original research and survey papers in the area of Probability and Statistics. It covers theoretical and practical aspects, in any field of these domains. Of particular interest are methodological developments with application in other scientific areas, for example Biology and Genetics, Information Theory, Finance, Bioinformatics, Random structures and Random graphs, Econometrics, Physics. Long papers are very welcome. Indeed, we intend to develop the journal in the direction of applications and to open it to various fields where random mathematical modelling is important. In particular we will call (survey) papers in these areas, in order to make the random community aware of important problems of both theoretical and practical interest. We all know that many recent fascinating developments in Probability and Statistics are coming from "the outside" and we think that ESAIM: P&S should be a good entry point for such exchanges. Of course this does not mean that the journal will be only devoted to practical aspects.
期刊最新文献
A semi-implicit finite volume scheme for dissipative measure-valued solutions to the barotropic Euler system Error analysis of Fourier-Legendre and Fourier-Hermite spectral-Galerkin methods for the Vlasov-Poisson system Two approaches to compute unsteady compressible two-phase flow models with stiff relaxation terms Self-interacting diffusions: long-time behaviour and exit-problem in the uniformly convex case On the numerical approximation of Blaschke-Santalo diagrams using Centroidal Voronoi Tessellations
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
已复制链接
已复制链接
快去分享给好友吧!
我知道了
×
扫码分享
扫码分享
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1