Marginal densities of the ``true'' self-repelling motion (Q1939347)

The paper addresses the so-called true self-repelling motion \(X(t)\) in one dimension, constructed by \textit{B. Tóth} and \textit{W. Werner} [Probab. Theory Relat. Fields 111, No. 3, 375--452 (1998; Zbl 0912.60056)]. Exlicit formulas are thereby established for the density of the marginal distribution of the process \(X(t)\) and, given the occupation time density (local time) \(L(x,t)\), for that of the height \(H(t)= L(t, X(t))\) of the local time profile at the actual position of motion. The distribution of \(X(t)\) has a sharp local maximum with discontinuous derivative at \(0\). A number of parallels and resemblances is pointed out between various features of the true self-repelling random motion and those of distributions appearing in the Kardar-Parisi-Zhang universality class, including the natural appearance of Airy functions in both contexts. Appendices collect classical ingredients of the formalism like, e.g., basic facts about the Feynman-Kac formula, Airy functions, Mittag-Leffler distributions and confluent hypergeometric functions.