Large Deviations for the Three-Dimensional Super-Brownian Motion
نویسندگان
چکیده
منابع مشابه
Large Deviations for the Three Dimensional Super-brownian Motion
Let t (dx) denote a three dimensional super-Brownian motion with deterministic initial state 0 (dx) = dx, the Lebesgue measure. Let V : R 3 7 ! R be HH older continuous with compact support, not identically zero and such that Z R 3 V (x)dx = 0. We show that log P Z t 0 Z R 3 V (x) s (dx)ds > bt 3=4 is of order t 1=2 as t ! 1, for b > 0. This should be compared with the known result for the case...
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We derive a large deviation principle for the occupation time functional, acting on functions with zero Lebesgue integral, for both superBrownian motion and critical branching Brownian motion in three dimensions. Our technique, based on a moment formula of Dynkin, allows us to compute the exact rate functions, which differ for the two processes. Obtaining the exact rate function for the super-B...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1995
ISSN: 0091-1798
DOI: 10.1214/aop/1176987802