中文

Fluctuation of planar Brownian loop capturing large area

概率论 2007-05-23 v2 数学物理 math.MP

摘要

We consider a planar Brownian loop BB that is run for a time TT and conditioned on the event that its range encloses the unusually high area of πT2\pi T^2, with TT being large. We study the deviation of the range of the conditioned process XX from a circle of radius TT, as a model for the fluctuation of a phase boundary. This deviation is measured by means of the inradius and outradius of the region enclosed by the range of XX. We prove that in a typical realization of the conditioned measure, each of these quantities differs from TT by at most T2/3+ϵT^{2/3 + \epsilon}.

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引用

@article{arxiv.math/0411540,
  title  = {Fluctuation of planar Brownian loop capturing large area},
  author = {Alan Hammond and Yuval Peres},
  journal= {arXiv preprint arXiv:math/0411540},
  year   = {2007}
}

备注

39 pages with six figures: minor revisions to earlier version