Annealed tail estimates for a Brownian motion in a drifted Brownian potential

Details Annealed tail estimates for a Brownian motion in a drifted Brownian potential Annealed tail estimates for a Brownian motion in a drifted Brownian potential

2006-01-20

arxiv.org/abs/math/0601500v1

Mathematics

Probability

35 pages

Scientific paper

We study Brownian motion in a drifted Brownian potential in the subexponential regime. We prove that the annealed probability of deviating below the almost sure speed has a polynomial rate of decay and compute the exponent in this power law. This provides a continuous-time analogue of what Dembo, Peres and Zeitouni proved for the transient random walk in random environment. Our method takes a completely different route, making use of Lamperti's representation together with an iteration scheme.

Affiliated with

Also associated with

No associations

Rating

Annealed tail estimates for a Brownian motion in a drifted Brownian potential does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Annealed tail estimates for a Brownian motion in a drifted Brownian potential, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Annealed tail estimates for a Brownian motion in a drifted Brownian potential will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-9661