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Article Dans Une Revue Probability Theory and Related Fields Année : 2003

Large deviations for Brownian motion in a random scenery

Résumé

We prove large deviations principles in large time, for the Brownian occupation time in random scenery. The random scenery is constant on unit cubes, and consist of i.i.d. bounded variables, independent of the Brownian motion. This model is a time-continuous version of Kesten and Spitzer's random walk in random scenery. We prove large deviations principles in ``quenched'' and ``annealed'' settings.

Dates et versions

hal-00011245 , version 1 (13-10-2005)

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Citer

A. Asselah, F. Castell. Large deviations for Brownian motion in a random scenery. Probability Theory and Related Fields, 2003, 126, n°4, pp.497-527. ⟨hal-00011245⟩
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