Survival Asymptotics for Brownian Motion in a Poisson Field of Decaying Traps
Bolthausen, Erwin ; Hollander, Frank Den
Ann. Probab., Tome 22 (1994) no. 4, p. 160-176 / Harvested from Project Euclid
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, $\gamma < 2/d, d \geq 2$.
Publié le : 1994-01-14
Classification:  Superprocesses,  measure-valued processes,  local times,  join continuity,  Hoder continuity,  path properties,  Haudorff dimension,  60J55,  60G17,  60G57
@article{1176988853,
     author = {Bolthausen, Erwin and Hollander, Frank Den},
     title = {Survival Asymptotics for Brownian Motion in a Poisson Field of Decaying Traps},
     journal = {Ann. Probab.},
     volume = {22},
     number = {4},
     year = {1994},
     pages = { 160-176},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176988853}
}
Bolthausen, Erwin; Hollander, Frank Den. Survival Asymptotics for Brownian Motion in a Poisson Field of Decaying Traps. Ann. Probab., Tome 22 (1994) no. 4, pp.  160-176. http://gdmltest.u-ga.fr/item/1176988853/