On dynamical Gaussian random walks
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Publication:2569225
DOI10.1214/009117904000001044zbMath1090.60066arXivmath/0307346OpenAlexW1966562677MaRDI QIDQ2569225
David A. Levin, Davar Khoshnevisan, Pedro J. Mendez-Hernandez
Publication date: 18 October 2005
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0307346
Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05) Large deviations (60F10) Sample path properties (60G17) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)
Related Items (5)
Hausdorff dimension of the maximal run-length in dyadic expansion ⋮ Exceptional times and invariance for dynamical random walks ⋮ Noise sensitivity and exceptional times of transience for a simple symmetric random walk in one dimension ⋮ Hausdorff dimension of the contours of symmetric additive Lévy processes ⋮ Capacities in Wiener space, quasi-sure lower functions, and Kolmogorov's \(\varepsilon \)-entropy
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