Almost sure asymptotics for the maximum local time in Brownian environment - Archive ouverte HAL Accéder directement au contenu
Pré-Publication, Document De Travail Année : 2010

Almost sure asymptotics for the maximum local time in Brownian environment

Résumé

We study the asymptotic behaviour of the maximum local time L*(t) of the Brox's process, the diffusion in Brownian environment. Shi proved that the maximum speed of L*(t) is surprisingly, at least t log(log(log t)) whereas in the discrete case it is t. We show here that t log(log(log t)) is the proper rate and we prove that for the minimum speed the rate is the same as in the discrete case namely t/log(log(log t)).
Fichier principal
Vignette du fichier
article2.pdf (253.63 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)

Dates et versions

hal-00460810 , version 1 (02-03-2010)
hal-00460810 , version 2 (15-06-2011)

Identifiants

Citer

Roland Diel. Almost sure asymptotics for the maximum local time in Brownian environment. 2010. ⟨hal-00460810v1⟩
152 Consultations
178 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More