Self-similarity of Brownian motion and a large deviation principle for random fields on a binary tree |
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Authors: | Nina Gantert |
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Institution: | (1) ETH Mathematikdepartment, ETH, CH-8092 Zürich, Switzerland |
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Abstract: | Summary Using self-similarity of Brownian motion and its representation as a product measure on a binary tree, we construct a random sequence of probability measures which converges to the distribution of the Brownian bridge. We establish a large deviation principle for random fields on a binary tree. This leads to a class of probability measures with a certain self-similarity property. The same construction can be carried out forC0, 1]-valued processes and we can describe, for instance, aC0, 1]-valued Ornstein-Uhlenbeck process as a large deviation of Brownian sheet. |
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Keywords: | 60F10 60J65 |
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