Fluctuation of a planar Brownian loop capturing a large area

DOI10.1090/S0002-9947-08-04366-3MaRDI QIDQ3542000zbMATH OpenFDO

Authors Alan Hammond, Yuval Peres

Publication date 27 November 2008

Published in Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0411540

zbMATH Keywords

fluctuationlarge arealarge deviationplanar Brownian motion looprange of conditioned processvariational principle

Mathematics Subject Classification ID

Large deviations (60F10) Brownian motion (60J65)

Abstract: We consider a planar Brownian loop $B$ that is run for a time $T$ and conditioned on the event that its range encloses the unusually high area of $pi{T}^2$, with $T$ being large. We study the deviation of the range of the conditioned process $X$ from a circle of radius $T$, as a model for the fluctuation of a phase boundary. This deviation is measured by means of the inradius and outradius of the region enclosed by the range of $X$. We prove that in a typical realization of the conditioned measure, each of these quantities differs from $T$ by at most $T^{2/3+epsilon}$.

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Cites work

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Cited in

(9)

• The competition of roughness and curvature in area-constrained polymer models
• Lifshitz tails at spectral edge and holography with a finite cutoff
• Constrained Brownian motion: fluctuations away from circular and parabolic barriers
• scientific article; zbMATH DE number 1817793 (Why is no real title available?)
• Isoperimetry in two-dimensional percolation
• Trapping planar Brownian motion in a non circular trap
• Fixman problem revisited: when fluctuations of inflated ideal polymer loop are non-Gaussian?
• Phase separation in random cluster models. I: Uniform upper bounds on local deviation
• The expected area of the filled planar Brownian loop is /5

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