Central Limit Theorem for a Self-Repelling Diffusion

MaRDI QIDQ6284078zbMATH OpenFDO

Authors Carl-Erik Gauthier

Publication date 8 March 2017

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Abstract: We prove a Central Limit Theorem for the finite dimensional distributions of the displacement for the 1D self-repelling diffusion which solves �egin{equation*} dX_t =dB_t -�ig(G'(X_t)+ int_0^t F'(X_t-X_s)ds�ig)dt, end{equation*} where $B$ is a real valued standard Brownian motion and $F(x)=su{m}_{k=1}^n{a}_{k}cos(kx)$ with $n<infty$ and $a_1,cdots,a_n>0$. In dimension $dgeq3$, such a result has already been established by Horv'ath, T'oth and Vet"o in cite{HTV} in 2012 but not for $d=1,2$. Under an integrability condition, Tarr`es, T'oth and Valk'o conjectured in cite{TTV} that a Central Limit Theorem result should also hold in dimension $d=1$.

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