Self-similarity of Brownian motion and a large deviation principle for random fields on a binary tree

DOI10.1007/BF01311346zbMath0794.60014MaRDI QIDQ1326285

Nina Gantert

Publication date: 15 August 1994

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

Brownian motionself-similarityBrownian bridgeOrnstein-Uhlenbeck processlarge deviation of Brownian sheet

Mathematics Subject Classification ID

Brownian motion (60J65) Large deviations (60F10)

Related Items (8)

Quadratic variation along refining partitions: constructions and examples ⋮ A probabilistic approach to the \(\varPhi \)-variation of classical fractal functions with critical roughness ⋮ Constructing functions with prescribed pathwise quadratic variation ⋮ Optimal Couplings on Wiener Space and An Extension of Talagrand’s Transport Inequality ⋮ Entropy minimization and Schrödinger processes in infinite dimensions ⋮ On a class of generalized Takagi functions with linear pathwise quadratic variation ⋮ Doob decomposition, Dirichlet processes, and entropies on Wiener space ⋮ A limit theorem for Bernoulli convolutions and the \(\Phi \)-variation of functions in the Takagi class

Cites Work

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• Microcanonical distributions for lattice gases
• The strong ergodic theorem for densities: Generalized Shannon-McMillan- Breiman theorem
• Large deviations for the empirical field of a Gibbs measure
• A function space large deviation principle for certain stochastic integrals
• Ten Lectures on Wavelets

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