Rate of escape of conditioned Brownian motion
Résumé
We study the norm of the two-dimensional Brownian motion conditioned to stay outside the unit disk at all times. We obtain sharp results on the rate of escape to infinity of the process of future minima. For this, we introduce a renewal structure attached to record times and values. Additional results are given for the long time behavior of the norm.
| Origine | Fichiers produits par l'(les) auteur(s) |
|---|