Large deviations for Brownian motion in a random scenery期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

Large deviations for Brownian motion in a random scenery

Authors:	Amine Asselah Fabienne Castell

Affiliation:	(1) Laboratoire d'Analyse Topologie et Probabilités CNRS UMR 6632. CMI, Université de Provence, 39 rue Joliot Curie, 13453 Marseille Cedex 13, France

Abstract:	We prove large deviations principles in large time, for the Brownian occupation time in random scenery ${{frac{{1}}{{t}} int_0^t xi(B_s) , ds}}$ . The random field is constant on the elements of a partition of ^d into unit cubes. These random constants, say ${{{{leftlbrace{{ xi(j), j in mathbb{{Z}}^d}}rightrbrace}} }}$ consist of i.i.d. bounded variables, independent of the Brownian motion {B_s,s0}. This model is a time-continuous version of Kesten and Spitzer's random walk in random scenery. We prove large deviations principles in ``quenched' and ``annealed' settings.Mathematics Subject Classification (2000):60F10, 60J55, 60K37

Keywords:	Random walk in random scenery Large deviations Additive functionals of Brownian motion Random media
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