Displaying similar documents to “Invariance principles for Brownian intersection local time and polymer measures.”

Random paths with bounded local time

Itai Benjamini, Nathanaël Berestycki (2010)

Journal of the European Mathematical Society

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We consider one-dimensional Brownian motion conditioned (in a suitable sense) to have a local time at every point and at every moment bounded by some fixed constant. Our main result shows that a phenomenon of entropic repulsion occurs: that is, this process is ballistic and has an asymptotic velocity approximately 4.58... as high as required by the conditioning (the exact value of this constant involves the first zero of a Bessel function). We also study the random walk case and show...

Variably skewed Brownian motion.

Barlow, Martin, Burdzy, Krzysztof, Kaspi, Haya, Mandelbaum, Avi (2000)

Electronic Communications in Probability [electronic only]

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