The Annals of Probability
- Ann. Probab.
- Volume 26, Number 2 (1998), 602-643.
Occupation time large deviations for critical branching Brownian motion, super-Brownian motion and related processes
We derive a large deviation principle for the occupation time func-tional, acting on functions with zero Lebesgue integral, for both super-Brownian motion and critical branching Brownian motion in three dimensions. Our technique, based on a moment formula of Dynkin, allows us to compute the exact rate functions, which differ for the two processes. Obtaining the exact rate function for the super-Brownian motion solves a conjecture of Lee and Remillard. We also show the corresponding CLT and obtain similar results for the superprocesses and critical branching process built over the symmetric stable process of index $\beta$ in $R^d$, with $d < 2\beta < 2 + d$ .
Ann. Probab., Volume 26, Number 2 (1998), 602-643.
First available in Project Euclid: 31 May 2002
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Primary: 60F10: Large deviations 60J80: Branching processes (Galton-Watson, birth-and-death, etc.) 60G57: Random measures
Secondary: 60J65: Brownian motion [See also 58J65] 60J55: Local time and additive functionals
Deuschel, Jean-Dominique; Rosen, Jay. Occupation time large deviations for critical branching Brownian motion, super-Brownian motion and related processes. Ann. Probab. 26 (1998), no. 2, 602--643. doi:10.1214/aop/1022855645. https://projecteuclid.org/euclid.aop/1022855645