Large Deviations for Brownian Motion on Scale Irregular Sierpinski Gaskets

Large Deviations for Brownian Motion on Scale Irregular Sierpinski Gaskets We study sample path large deviation principles for Brownian motion on scale irregular Sierpinski gaskets which are spatially homogeneous but do not have any exact self-similarity. One notable point of our study is that the rate function depends on a large deviation parameter and as such, we can only obtain an example of large deviations in an incomplete form. Instead of showing the large deviations principle we would expect to hold true, we show Varadhan’s integral lemma and exponential tightness by using an incomplete version of such large deviations. Journal of Theoretical Probability Springer Journals

Large Deviations for Brownian Motion on Scale Irregular Sierpinski Gaskets

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Springer US
Copyright © 2016 by Springer Science+Business Media New York
Mathematics; Probability Theory and Stochastic Processes; Statistics, general
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