The diffusion of self-avoiding random walk in high dimensions (Q1093251): Difference between revisions

Self-avoiding random walk is of interest to chemists as a model of polymer molecules, to physicists as a model of critical phenomena, and to probabilists as a natural non-Markovian process. For the d-dimensional hypercubic lattice, the number \(c_ T\) of T-step self-avoiding walks is expected to have asymptotic behaviour of the form \(c_ T\sim const.\beta^ T T^{\gamma -1}\), as \(T\to \infty\), and the mean-square displacement is expected to satisfy \(R^ 2_ T\sim DT^{\alpha}\). The critical exponents \(\gamma\) and \(\alpha\) are dimension dependent, and are expected to take their mean-field values \(\gamma =1\) and \(\alpha =1\) for \(d>4.\) In this paper a proof is given that there is a dimension \(d_ 0\geq 5\) such that \(R^ 2_ T\sim DT\), with \(D>1\), for \(d\geq d_ 0\). The proof is based on the lace expansion [\textit{D. Brydges} and \textit{T. Spencer}, ibid. 97, 125-148 (1985; Zbl 0575.60099)]. Further results in this direction include the following. In ``The scaling limit of self-avoiding random walk in high dimensions'', by the author (to appear in Ann. Probab.), it is shown that for \(d\geq d_ 0\), \(c_ T\sim const.\beta^ T\) and the scaling limit of the finite-dimensional distributions of self-avoiding walk is gaussian. In ``Convergence of self-avoiding random walk to Brownian motion in high dimensions'', by the author (to appear in J. Phys.), it is shown that for \(d\geq d_ 0\) the scaled self-adjoining random walk converges in distribution to Brownian motion. Finally, in the preprint ``The infinite self-avoiding walk in high dimensions'', by \textit{G. Lawler}, it is shown how to construct the infinite self-avoiding walk, for \(d\geq d_ 0\).