Preprint:
On Dynamical Gaussian Random Walks

D. Khoshnevisan, D. A. Levin, and P. J. Méndez-Hernández

Abstract. Motivated by the recent work of Benjamini, Häggström, Peres, and Steif (2003) on dynamical random walks, we: This development also implies the tail capacity-estimates of Mountford (1992) for large deviations in classical Wiener space. The results of this paper give a partial affirmative answer to the problem, raised in Benjamini et al (2003, Question 4), of whether there are precise connections between the OU process in classical Wiener space and dynamical random walks.

Keywords. Dynamical walks, the Ornstein-Uhlenbeck process in Wiener space, large deviations, upper functions.

AMS Classification (2000) 60J25, 60J05, 60Fxx, 28C20.

Support. The research of D. Kh. was supported in part by a grant from the National Science Foundation.

Pre/E-Prints. This paper is available in

Davar Khoshnevisan
Department of Mathematics
University of Utah
155 S, 1400 E JWB 233
Salt Lake City, UT 84112-0090, U.S.A.
davar@math.utah.edu
David Asher Levin
Department of Mathematics
University of Utah
155 S, 1400 E JWB 233
Salt Lake City, UT 84112-0090, U.S.A.
levin@math.utah.edu
Pedro J. Méndez-Hernández
Department of Mathematics
University of Utah
155 S, 1400 E JWB 233
Salt Lake City, UT 84112-0090, U.S.A.
mendez@math.utah.edu

Last Update: July 25, 2003
© 2003 - Davar Khoshnevisan, David Asher Levin, and Pedro J. Méndez-Hernández