Central Limit Theorem for a Self-Repelling Diffusion
Probability
2017-03-09 v1
Abstract
We prove a Central Limit Theorem for the finite dimensional distributions of the displacement for the 1D self-repelling diffusion which solves \begin{equation*} dX_t =dB_t -\big(G'(X_t)+ \int_0^t F'(X_t-X_s)ds\big)dt, \end{equation*} where is a real valued standard Brownian motion and with and . In dimension , such a result has already been established by Horv\'ath, T\'oth and Vet\"o in \cite{HTV} in 2012 but not for . Under an integrability condition, Tarr\`es, T\'oth and Valk\'o conjectured in \cite{TTV} that a Central Limit Theorem result should also hold in dimension .
Cite
@article{arxiv.1703.02963,
title = {Central Limit Theorem for a Self-Repelling Diffusion},
author = {Carl-Erik Gauthier},
journal= {arXiv preprint arXiv:1703.02963},
year = {2017}
}
Comments
9 pages