Long-range self-avoiding walk converges to α-stable processes

Markus Heydenreich

Annales de l'I.H.P. Probabilités et statistiques (2011)

  • Volume: 47, Issue: 1, page 20-42
  • ISSN: 0246-0203

Abstract

top
We consider a long-range version of self-avoiding walk in dimension d > 2(α ∧ 2), where d denotes dimension and α the power-law decay exponent of the coupling function. Under appropriate scaling we prove convergence to brownian motion for α ≥ 2, and to α-stable Lévy motion for α < 2. This complements results by Slade [J. Phys. A21 (1988) L417–L420], who proves convergence to brownian motion for nearest-neighbor self-avoiding walk in high dimension.

How to cite

top

Heydenreich, Markus. "Long-range self-avoiding walk converges to α-stable processes." Annales de l'I.H.P. Probabilités et statistiques 47.1 (2011): 20-42. <http://eudml.org/doc/239654>.

@article{Heydenreich2011,
abstract = {We consider a long-range version of self-avoiding walk in dimension d &gt; 2(α ∧ 2), where d denotes dimension and α the power-law decay exponent of the coupling function. Under appropriate scaling we prove convergence to brownian motion for α ≥ 2, and to α-stable Lévy motion for α &lt; 2. This complements results by Slade [J. Phys. A21 (1988) L417–L420], who proves convergence to brownian motion for nearest-neighbor self-avoiding walk in high dimension.},
author = {Heydenreich, Markus},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {self-avoiding walk; Lace expansion; α-stable processes; mean-field behavior; lace expansion; -stable processes},
language = {eng},
number = {1},
pages = {20-42},
publisher = {Gauthier-Villars},
title = {Long-range self-avoiding walk converges to α-stable processes},
url = {http://eudml.org/doc/239654},
volume = {47},
year = {2011},
}

TY - JOUR
AU - Heydenreich, Markus
TI - Long-range self-avoiding walk converges to α-stable processes
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2011
PB - Gauthier-Villars
VL - 47
IS - 1
SP - 20
EP - 42
AB - We consider a long-range version of self-avoiding walk in dimension d &gt; 2(α ∧ 2), where d denotes dimension and α the power-law decay exponent of the coupling function. Under appropriate scaling we prove convergence to brownian motion for α ≥ 2, and to α-stable Lévy motion for α &lt; 2. This complements results by Slade [J. Phys. A21 (1988) L417–L420], who proves convergence to brownian motion for nearest-neighbor self-avoiding walk in high dimension.
LA - eng
KW - self-avoiding walk; Lace expansion; α-stable processes; mean-field behavior; lace expansion; -stable processes
UR - http://eudml.org/doc/239654
ER -

References

top
  1. [1] P. Billingsley. Convergence of Probability Measures. Wiley, New York, 1968. Zbl0944.60003MR233396
  2. [2] D. C. Brydges and T. Spencer. Self-avoiding walk in 5 or more dimensions. Comm. Math. Phys. 97 (1985) 125–148. Zbl0575.60099MR782962
  3. [3] L.-C. Chen and A. Sakai. Asymptotic behavior of the gyration radius for long-range self-avoiding walk and long-range oriented percolation. Ann. Probab. To appear. Zbl1228.60108MR2789505
  4. [4] L.-C. Chen and A. Sakai. Critical behavior and the limit distribution for long-range oriented percolation. I. Probab. Theory Related Fields 142 (2008) 151–188. Zbl1149.60065MR2413269
  5. [5] L.-C. Chen and A. Sakai. Critical behavior and the limit distribution for long-range oriented percolation. II: Spatial correlation. Probab. Theory Related Fields 145 (2009) 435–458. Zbl1176.60082MR2529436
  6. [6] Y. Cheng. Long range self-avoiding random walks above critical dimension. Ph.D. thesis, Temple University, August 2000. 
  7. [7] E. Derbez and G. Slade. The scaling limit of lattice trees in high dimensions. Comm. Math. Phys. 193 (1998) 69–104. Zbl0915.60076MR1620301
  8. [8] T. Hara and G. Slade. Self-avoiding walk in five or more dimensions. I. The critical behaviour. Comm. Math. Phys. 147 (1992) 101–136. Zbl0755.60053MR1171762
  9. [9] M. Heydenreich, R. van der Hofstad and A. Sakai. Mean-field behavior for long- and finite range Ising model, percolation and self-avoiding walk. J. Stat. Phys. 132 (2008) 1001–1049. Zbl1152.82007MR2430773
  10. [10] R. van der Hofstad. Spread-out oriented percolation and related models above the upper critical dimension: Induction and superprocesses. In Ensaios Matemáticos [Mathematical Surveys] 9 91–181. Sociedade Brasileira de Matemática, Rio de Janeiro, 2005. Zbl1077.60075MR2209700
  11. [11] R. van der Hofstad and G. Slade. A generalised inductive approach to the lace expansion. Probab. Theory Related Fields 122 (2002) 389–430. Zbl1002.60095MR1892852
  12. [12] O. Kallenberg. Foundations of Modern Probability. Springer, New York, 1997. Zbl0996.60001MR1464694
  13. [13] L. B. Koralov and Ya. G. Sinai. Theory of Probability and Random Processes, 2nd edition. Springer, Berlin, 2007. Zbl1181.60004MR2343262
  14. [14] N. Madras and G. Slade. The Self-Avoiding Walk. Birkhäuser, Boston, MA, 1993. Zbl0872.60076MR1197356
  15. [15] G. Samorodnitsky and M. S. Taqqu. Stable Non-Gaussian Random Processes. Chapman & Hall, New York, 1994. Zbl0925.60027MR1280932
  16. [16] G. Slade. Convergence of self-avoiding random walk to Brownian motion in high dimensions. J. Phys. A 21 (1988) L417–L420. Zbl0653.60061MR951038
  17. [17] G. Slade. The scaling limit of self-avoiding random walk in high dimensions. Ann. Probab. 17 (1989) 91–107. Zbl0664.60069MR972773
  18. [18] G. Slade. The Lace Expansion and Its Applications. Lecture Notes in Mathematics 1879. Springer, Berlin, 2006. Zbl1113.60005MR2239599
  19. [19] W.-S. Yang and D. Klein. A note on the critical dimension for weakly self-avoiding walks. Probab. Theory Related Fields 79 (1988) 99–114. Zbl0631.60076MR952997

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.