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A double phase transition arising from Brownian entropic repulsion (2008)

Abstract
We analyze one-dimensional Brownian motion conditioned on a self-repelling behaviour. In the main result of this paper, it is shown that a double phase transition occurs when the growth of the local time at the origin is constrained (in a suitable way) to be slower than the function f(t)= \sqrt{t}(\log t)^{-c} at every time. In the subcritical phase (c. Comment: 3 figures. Several typos corrected and result in Theorem 4 improved

Publication details
Download http://arxiv.org/abs/0806.0597
Repository arXiv (United States)
Keywords Mathematics - Probability, Mathematical Physics, 60G17, 60J65, 60K37
Type text