Title of article :
Large deviations for Brownian motion on the Sierpinski gasket
Author/Authors :
Arous، نويسنده , , Gerard Ben and Kumagai، نويسنده , , Takashi، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2000
Pages :
11
From page :
225
To page :
235
Abstract :
We study large deviations for Brownian motion on the Sierpinski gasket in the short time limit. Because of the subtle oscillation of hitting times of the process, no large deviation principle can hold. In fact, our result shows that there is an infinity of different large deviation principles for different subsequences, with different (good) rate functions. Thus, instead of taking the time scaling ε→0, we prove that the large deviations hold for εnz≡(25)nz as n→∞ using one parameter family of rate functions Iz (z∈[25,1)). As a corollary, we obtain Strassen-type laws of the iterated logarithm.
Keywords :
Branching process , fractal , Large deviation , diffusion , Sierpinski gasket
Journal title :
Stochastic Processes and their Applications
Serial Year :
2000
Journal title :
Stochastic Processes and their Applications
Record number :
1576594
Link To Document :
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