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

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dc.creatorTalet, Marina
dc.date2006-01-20
dc.date.accessioned2026-07-07T06:59:08Z
dc.date.available2026-07-07T06:59:08Z
dc.descriptionWe 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.
dc.description35 pages
dc.identifierhttps://arxiv.org/abs/math/0601500
dc.identifierhttp://arxiv.org/abs/math/0601500
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/107634
dc.subjectProbability
dc.subject60K37, 60J55
dc.titleAnnealed tail estimates for a Brownian motion in a drifted Brownian potential
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