A large deviation principle for the Brownian snake

被引:18
作者
Serlet, L
机构
[1] Univ. René Descartes, UFR Math-Info, 75270 Paris Cedex 06
关键词
Brownian snake; large deviation principle; super-Brownian motion; rate function;
D O I
10.1016/S0304-4149(97)00128-7
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider the path-valued process called the Brownian snake, conditioned so that its lifetime process is a normalised Brownian excursion. This process denoted by ((W-s,zeta(s),); s is an element of [0, 1]) is closely related to the integrated super-Brownian excursion studied recently by several authors. We prove a large deviation principle for the law of ((epsilon W-s(zeta(s)), epsilon(2/3)zeta(s)); s is an element of [0, 1]) as epsilon down arrow 0. In particular, we give an explicit formula for the rate function of this large deviation principle. As an application we recover a result of Dembo and Zeitouni.
引用
收藏
页码:101 / 115
页数:15
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