Brownian motion on $ \lbrack 0,\infty)$ with linear drift, reflected at zero: exact asymptotics for ergodic means
From MaRDI portal
Publication:4596676
DOI10.1070/SM8692zbMath1386.60282MaRDI QIDQ4596676
Publication date: 4 December 2017
Published in: Sbornik: Mathematics (Search for Journal in Brave)
ergodicitylarge deviationsBrownian motion with driftsojourn timeAiry functionreflected at zeroSchoedinger operator
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Brownian motion (60J65) Large deviations (60F10) Transition functions, generators and resolvents (60J35)
Related Items (2)
Local time of an Ornstein–Uhlenbeck particle ⋮ Large deviations of currents in diffusions with reflective boundaries
Cites Work
- A transformation of a symmetric Markov process and the Donsker-Varadhan theory
- Dirichlet forms and symmetric Markov processes
- Exact asymptotics of Laplace-type Wiener integrals for $ L^p$-functionals
- Occupation Time and Exact Asymptotics of Distributions of $L^p$-Functionals of the Ornstein–Uhlenbeck Processes, $p>0$
- Some familiar examples for which the large deviation principle does not hold
- Asymptotic evaluation of certain Markov process expectations for large time—III
- The Laplace method for probability measures in Banach spaces
- Ergodic means for large values of $ T$ and exact asymptotics of small deviations for a multi-dimensional Wiener process
- The Laplace method for small deviations of Gaussian processes of Wiener type
- On the Average of a Certain Wiener Functional and a Related Limit Theorem in Calculus of Probability
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Brownian motion on $ \lbrack 0,\infty)$ with linear drift, reflected at zero: exact asymptotics for ergodic means
