Abstract
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 , ξ s ); s ∈ [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 ((εW s(ζ s), ε 2 3 ζ s); s ϵ [0, 1]) as ε↓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.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
