๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Large deviation bounds for matrix Brownian motion

โœ Scribed by P. Biane; M. Capitaine; A. Guionnet


Book ID
105911805
Publisher
Springer-Verlag
Year
2003
Tongue
English
Weight
388 KB
Volume
152
Category
Article
ISSN
0020-9910

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Large deviations for Brownian motion in
โœ Amine Asselah; Fabienne Castell ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› Springer ๐ŸŒ English โš– 324 KB

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 wa