OCCUPATION TIME LARGE DEVIATIONS FOR CRITICAL, BRANCHING BROWNIAN-MOTION, SUPER-BROWNIAN MOTION AND RELATED PROCESSES

Citation
Jd. Deuschel et J. Rosen, OCCUPATION TIME LARGE DEVIATIONS FOR CRITICAL, BRANCHING BROWNIAN-MOTION, SUPER-BROWNIAN MOTION AND RELATED PROCESSES, Annals of probability, 26(2), 1998, pp. 602-643
Citations number
12
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
ISSN journal
00911798
Volume
26
Issue
2
Year of publication
1998
Pages
602 - 643
Database
ISI
SICI code
0091-1798(1998)26:2<602:OTLDFC>2.0.ZU;2-#
Abstract
We derive a large deviation principle for the occupation time function al, acting on functions with zero Lebesgue integral, for both super-Br ownian motion and critical branching Brownian motion in three dimensio ns. Our technique, based on a moment formula of Dynkin, allows us to c ompute the exact rate functions, which differ for the two processes. O btaining the exact rate function for the super-Brownian motion solves a conjecture of Lee and Remillard. We also show the corresponding CLT and obtain similar results for the superprocesses and critical branchi ng process built over the symmetric stable process of index beta in R- d, with d < 2 beta < 2 + d.