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university of Provence - Aix-Marseille I |  |
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university of Provence - Aix-Marseille I | |
| HAL: hal-00011245, version 1 |
| arXiv: math.PR/0209160 |
| Detailed view |  Export this paper |
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| Probability Theory and Related Fields 126, n°4 (2003) 497-527 |
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| Large deviations for Brownian motion in a random scenery |
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| A. Asselah 1F. Castell 1 |
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| (2002) |
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| We prove large deviations principles in large time, for the Brownian occupation time in random scenery. The random scenery is constant on unit cubes, and consist of i.i.d. bounded variables, independent of the Brownian motion. 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. |
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| 1: | Laboratoire d'Analyse, Topologie, Probabilités (LATP) |
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CNRS : UMR6632 – Université de Provence - Aix-Marseille I – Université Paul Cézanne - Aix-Marseille III |
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| Subject | : | Mathematics/Probability |
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| Fulltext link: |
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| http://fr.arXiv.org/abs/math.PR/0209160 |
| hal-00011245, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00011245 | |
| oai:hal.archives-ouvertes.fr:hal-00011245 | |
| From: Import arXiv | |
| Submitted on: Thursday, 13 October 2005 22:50:47 | |
| Updated on: Thursday, 13 October 2005 22:50:47 | |
