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

Markus Heydenreich

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Displaying similar documents to “Long-range self-avoiding walk converges to α-stable processes”

Limit laws of transient excited random walks on integers

Elena Kosygina, Thomas Mountford (2011)

Annales de l'I.H.P. Probabilités et statistiques

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We consider excited random walks (ERWs) on ℤ with a bounded number of i.i.d. cookies per site without the non-negativity assumption on the drifts induced by the cookies. Kosygina and Zerner [15] have shown that when the total expected drift per site, , is larger than 1 then ERW is transient to the right and, moreover, for >4 under the averaged measure it obeys the Central Limit Theorem. We show that when ∈(2, 4] the limiting behavior of an appropriately centered and scaled excited...

Large scale behavior of semiflexible heteropolymers

Francesco Caravenna, Giambattista Giacomin, Massimiliano Gubinelli (2010)

Annales de l'I.H.P. Probabilités et statistiques

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We consider a general discrete model for heterogeneous semiflexible polymer chains. Both the thermal noise and the inhomogeneous character of the chain (the ) are modeled in terms of random rotations. We focus on the regime, i.e., the analysis is performed for a given realization of the disorder. Semiflexible models differ substantially from random walks on short scales, but on large scales a brownian behavior emerges. By exploiting techniques from tensor analysis and non-commutative...

Moments of passage times for Lévy processes

R. A. Doney, R. A. Maller (2004)

Annales de l'I.H.P. Probabilités et statistiques

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Shape transition under excess self-intersections for transient random walk

Amine Asselah (2010)

Annales de l'I.H.P. Probabilités et statistiques

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We reveal a shape transition for a transient simple random walk forced to realize an excess -norm of the local times, as the parameter crosses the value ()=/(−2). Also, as an application of our approach, we establish a central limit theorem for the -norm of the local times in dimension 4 or more.

The survival probability for critical spread-out oriented percolation above $4 + 1$ dimensions. II. Expansion

Remco Van der Hofstad, Frank den Hollander, Gordon Slade (2007)

Annales de l'I.H.P. Probabilités et statistiques

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Central and non-central limit theorems for weighted power variations of fractional brownian motion

Ivan Nourdin, David Nualart, Ciprian A. Tudor (2010)

Annales de l'I.H.P. Probabilités et statistiques

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In this paper, we prove some central and non-central limit theorems for renormalized weighted power variations of order ≥2 of the fractional brownian motion with Hurst parameter ∈(0, 1), where is an integer. The central limit holds for 1/2<≤1−1/2, the limit being a conditionally gaussian distribution. If <1/2 we show the convergence in 2 to a limit which only depends on the fractional brownian motion, and if >1−1/2 we show the convergence in 2 to a stochastic integral...

Displaying similar documents to “Long-range self-avoiding walk converges to α-stable processes”

Limit laws of transient excited random walks on integers

Large scale behavior of semiflexible heteropolymers

Moments of passage times for Lévy processes

Shape transition under excess self-intersections for transient random walk

The survival probability for critical spread-out oriented percolation above 4 + 1 dimensions. II. Expansion

Central and non-central limit theorems for weighted power variations of fractional brownian motion

The survival probability for critical spread-out oriented percolation above $4 + 1$ dimensions. II. Expansion