33. chen.kuzgun.ea:23:on#
On the radius of self-repellent fractional Brownian motion
Le Chen, Sefika Kuzgun, Carl Mueller, and Panqiu Xia
To appear in Journal of Statistical Physics
Abstract: We study the radius of gyration \(R_T\) of a self-repellent fractional Brownian motion \(\left\{B^H_t\right\}_{0\le t\le T}\) taking values in \(\mathbb{R}^d\). Our sharpest result is for \(d=1\), where we find that with high probability,
For \(d>1\), we provide upper and lower bounds for the exponent \(\nu\), but these bounds do not match.
[] Le Chen, Sefika Kuzgun, Carl Mueller & Panqiu Xia (2023) ‘On the radius of self-repellent fractional Brownian motion’, preprint arXiv:2308.10889
MSC 2010 subject classifications: Primary 60H15. Secondary 35R60.
Keywords: fractional Brownian motion, self-avoiding, self-repellent, Girsanov theorem.
@article{chen.kuzgun.ea:23:on,
title = {On the radius of self-repellent fractional Brownian motion},
author = {Le Chen and Sefika Kuzgun and Carl Mueller and Panqiu Xia},
year = {2024},
month = {January},
journal = {Journal of Statistical Physics},
url = {https://link.springer.com/article/10.1007/s10955-023-03227-y}
}
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