English
Related papers

Related papers: Polymer Measure: Varadhan's Renormalization Revisi…

200 papers

We study the chaos decomposition of self-intersection local times and their regularization, with a particular view towards Varadhan's renormalization for the planar Edwards model.

Mathematical Physics · Physics 2016-08-08 Jinky Bornales , Maria João Oliveira , Ludwig Streit

We construct the analogue of Gaussian multiplicative chaos measures for the local times of planar Brownian motion by exponentiating the square root of the local times of small circles. We also consider a flat measure supported on points…

Probability · Mathematics 2022-11-10 Antoine Jego

In a recent paper by Yu (arXiv:2008.05633, 2020), higher order derivatives of self-intersection local time of fractional Brownian motion were defined, and existence over certain regions of the Hurst parameter $H$ was proved. Utilizing the…

Probability · Mathematics 2021-03-09 Kaustav Das , Greg Markowsky

Let B_t^H be a d-dimensional fractional Brownian motion with Hurst parameter H\in(0,1). Assume d\geq2. We prove that the renormalized self-intersection local time\ell=\int_0^T\int_0^t\delta(B_t^H-B_s^H) ds dt -E\biggl(\int_0^T\int_0^t\delta…

Probability · Mathematics 2007-05-23 Yaozhong Hu , David Nualart

Let \beta_k(n) be the number of self-intersections of order k, appropriately renormalized, for a mean zero random walk X_n in Z^2 with 2+\delta moments. On a suitable probability space we can construct X_n and a planar Brownian motion W_t…

Probability · Mathematics 2007-05-23 Richard F. Bass , Jay Rosen

The main purpose of this work is to define planar self-intersection local time by an alternative approach which is based on an almost sure pathwise approximation of planar Brownian motion by simple, symmetric random walks. As a result,…

Probability · Mathematics 2012-11-27 Tamás Szabados

Through a regularization procedure, few approximation schemes of the local time of a large class of one dimensional processes are given. We mainly consider the local time of continuous semimartingales and reversible diffusions, and the…

Probability · Mathematics 2007-09-05 Blandine Berard Bergery , Pierre Vallois

We consider a system of classical Brownian particles interacting via a smooth long-range potential in the mean-field regime, and we analyze the propagation of chaos in form of sharp, uniform-in-time estimates on many-particle correlation…

Analysis of PDEs · Mathematics 2025-02-18 Armand Bernou , Mitia Duerinckx

In this paper we will examine the derivative of intersection local time of Brownian motion and symmetric stable processes in $R^2$. These processes do not exist when defined in the canonical way. The purpose of this paper is to exhibit the…

Probability · Mathematics 2007-05-23 Greg Markowsky

In this article we calculate the third and fourth moment of the renormalized intersection local time of a planar Brownian motion. The third moment is calculated anlaytically, the fourth moment numerically. For the closed planar random walk…

Probability · Mathematics 2014-12-02 Daniel Höf

We characterise the multiplicative chaos measure $\mathcal{M}$ associated to planar Brownian motion introduced in [BBK94,AHS20,Jeg20a] by showing that it is the only random Borel measure satisfying a list of natural properties. These…

Probability · Mathematics 2025-12-01 Antoine Jego

Brownian multiplicative chaos measures, introduced in [Jeg20, AHS20, BBK94], are random Borel measures that can be formally defined by exponentiating $\gamma$ times the square root of the local times of planar Brownian motion. So far, only…

Probability · Mathematics 2021-04-13 Antoine Jego

Compressive sampling has been widely used for sparse polynomial chaos (PC) approximation of stochastic functions. The recovery accuracy of compressive sampling highly depends on the incoherence properties of the measurement matrix. In this…

Computation · Statistics 2018-10-17 Negin Alemazkoor , Hadi Meidani

In this article we establish some estimates related to the Gaussian densities and to Hermite polynomials in order to obtain an almost sure estimate for each term of the It\^{o}-Wiener expansion of the self-intersection local times of the…

Probability · Mathematics 2023-01-02 A. A. Dorogovtsev , N. Salhi

In this work we extend Varadhan's construction of the Edwards polymer model to the case of fractional Brownian motions in $\R^d$, for any dimension $d\geq 2$, with arbitrary Hurst parameters $H\leq 1/d$.

Mathematical Physics · Physics 2011-12-02 Martin Grothaus , Maria João Oliveira , José Luis da Silva , Ludwig Streit

In this work we study rough differential equations driven by a fractional Brownian motion with Hurst parameter H>1/4 and establish Varadhan's small time estimates for the density of solutions of such equations under Hormander's type…

Probability · Mathematics 2013-04-30 Fabrice Baudoin , Cheng Ouyang , Xuejing Zhang

We propose a method to obtain the equilibrium distribution for positions and velocities of a one-dimensional particle via time-averaging and Laplace transformations. We apply it to the case of a damped harmonic oscillator in contact with a…

Statistical Mechanics · Physics 2009-11-11 D. O. Soares-Pinto , W. A. M. Morgado

We study Poissonian ensembles of Markov loops and the associated renormalized self-intersection local times.

Probability · Mathematics 2008-07-31 Yves Le Jan

We obtain a formula for the density of the winding number of planar Brownian motion around the origin, and deduce from it asymptotic expansions in inverse powers of the logarithm of the squared time, explicit in the angular variable. In…

Probability · Mathematics 2012-10-08 Stella Brassesco , Silvana C. García Pire

We discuss direct $CP$ violation in the standard model by giving a new estimate of $\varepsilon'/\varepsilon$ in kaon decays. Our analysis is based on the evaluation of the hadronic matrix elements of the \mbox{$\Delta S =1$} effective…

High Energy Physics - Phenomenology · Physics 2014-11-17 S. Bertolini , J. O. Eeg , M. Fabbrichesi
‹ Prev 1 2 3 10 Next ›