Large deviations for Brownian motion on the Sierpinski gasket

Citation
G. Ben Arous et T. Kumagai, Large deviations for Brownian motion on the Sierpinski gasket, STOCH PR AP, 85(2), 2000, pp. 225-235
Citations number
15
Categorie Soggetti
Mathematics
Journal title
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
ISSN journal
03044149 → ACNP
Volume
85
Issue
2
Year of publication
2000
Pages
225 - 235
Database
ISI
SICI code
0304-4149(20000201)85:2<225:LDFBMO>2.0.ZU;2-C
Abstract
We study large deviations for Brownian motion on the Sierpinski gasket in t he short time limit. Because of the subtle oscillation of hitting times of the process, no large deviation principle can hold. In fact, our result sho ws that there is an infinity of different large deviation principles for di fferent subsequences, with different (good) rate functions. Thus, instead o f taking the time scaling epsilon --> 0, we prove that the large deviations hold for E-n(z) = (2/5)(n)z as n --> infinity, using one parameter family of rate functions I-z (z is an element of [2/5, 1)). As a corollary, we obt ain Strassen-type laws of the iterated logarithm. (C) 2000 Elsevier Science B.V. All rights reserved. MSG. 60F10; 60J60; 60J80.