English

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 BB is a real valued standard Brownian motion and F(x)=k=1nakcos(kx)F(x)=\sum_{k=1}^n a_k \cos(kx) with n<n<\infty and a1,,an>0a_1,\cdots ,a_n >0. In dimension d3d\geq 3, such a result has already been established by Horv\'ath, T\'oth and Vet\"o in \cite{HTV} in 2012 but not for d=1,2d=1,2. 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 d=1d=1.

Keywords

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

R2 v1 2026-06-22T18:40:02.662Z