Seminar at SMU Delhi
S. R. Srinivasa Varadhan,
New York University
Large Deviations for Brownian local times. A second look.
Abstract of Talk
Brownian motion is not positive recurrent, the large deviation behavior of its local time, or occupation measure is not coercive, unless the space of probability measures on $R^d$ is compactified. For many problems this needs to be done in a translation invariant manner. This is an attempt to do that.