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Survival asymptotics for Brownian motion in a Poisson field of decaying traps
- Source :
- Annals of Probability, 22(1), 160-176, Ann. Probab. 22, no. 1 (1994), 160-176
- Publication Year :
- 1994
-
Abstract
- Let $W(t)$ be the Wiener sausage in $\mathbb{R}^d$, that is, the $a$-neighborhood for some $a > 0$ of the path of Brownian motion up to time $t$. It is shown that integrals of the type $\int^t_0\nu(s) d|W(s)|$, with $t \rightarrow \nu (t)$ nonincreasing and $nu (t) \sim \nu t^{-\gamma}, t \rightarrow \infty$, have a large deviation behavior similar to that of $|W(t)|$ established by Donsker and Varadhan. Such a result gives information about the survival asymptotics for Brownian motion in a Poisson field of spherical traps of radius $a$ when the traps decay independently with lifetime distribution $\nu(t)/\nu(0)$. There are two critical phenomena: (i) in $d \geq 3$ the exponent of the tail of the survival probability has a crossover at $\gamma = 2/d$; (ii) in $d \geq 1$ the survival strategy changes at time $s = \lbrack\gamma/(1 + \gamma)\rbrack t$, provided $\gamma < 1/2, d = 1$, respectively, $\gamma < 2/d, d \geq 2$.
- Subjects :
- Statistics and Probability
Path (topology)
path properties
Critical phenomena
Haudorff dimension
measure
local times
Wiener sausage
Type (model theory)
join continuity
symbols.namesake
Hoder continuity
510 Mathematics
Mathematics::Probability
valued processes
Brownian motion
Mathematical physics
Mathematics
Poisson field
measure-valued processes
Mathematical analysis
Superprocesses
Radius
10123 Institute of Mathematics
60G17
symbols
Exponent
60G57
60J55
Statistics, Probability and Uncertainty
Subjects
Details
- Language :
- English
- Database :
- OpenAIRE
- Journal :
- Annals of Probability, 22(1), 160-176, Ann. Probab. 22, no. 1 (1994), 160-176
- Accession number :
- edsair.doi.dedup.....fdd6d2e72cbaa62624dab82286f6eb87