{
  "id": "math/0601500",
  "version": "v1",
  "published": "2006-01-20T15:59:00.000Z",
  "updated": "2006-01-20T15:59:00.000Z",
  "title": "Annealed tail estimates for a Brownian motion in a drifted Brownian potential",
  "authors": [
    "Marina Talet"
  ],
  "comment": "35 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "We study Brownian motion in a drifted Brownian potential in the subexponential regime. We prove that the annealed probability of deviating below the almost sure speed has a polynomial rate of decay and compute the exponent in this power law. This provides a continuous-time analogue of what Dembo, Peres and Zeitouni proved for the transient random walk in random environment. Our method takes a completely different route, making use of Lamperti's representation together with an iteration scheme.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2006-01-20T15:59:00.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60K37",
      "60J55"
    ],
    "keywords": [
      "drifted brownian potential",
      "annealed tail estimates",
      "study brownian motion",
      "transient random walk",
      "polynomial rate"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 35,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2006math......1500T"
    }
  }
}