Random paths with bounded local time

DOI10.4171/JEMS/216MaRDI QIDQ983892zbMATH OpenFDO

Authors Itai Benjamini, Nathanaël Berestycki

Publication date 13 July 2010

Published in Journal of the European Mathematical Society (JEMS) (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0805.3326, http://www.ems-ph.org/journals/show_abstract.php?issn=1435-9855&vol=12&iss=4&rank=1

zbMATH Keywords

Brownian motionentropic repulsionlocal timesRay-Knight theoremself-repelling processes

Mathematics Subject Classification ID

Local time and additive functionals (60J55) Brownian motion (60J65) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Abstract: We consider one-dimensional Brownian motion conditioned (in a suitable sense) to have a local time at every point and at every moment bounded by some fixed constant. Our main result shows that a phenomenon of entropic repulsion occurs: that is, this process is ballistic and has an asymptotic velocity approximately 4.58... as high as required by the conditioning (the exact value of this constant involves the first zero of a Bessel function). We also study the random walk case and show that the process is asymptotically ballistic but with an unknown speed.

Review text

The goal of this paper is to describe the macroscopic behavior of a process which locally behaves like a Brownian motion, but satisfies a global constraint of a self-avoiding nature. The authors consider one dimensional Brownian motion conditioned on the event that the local time of the process is bounded by a fixed constant at every time and position. Then, they define a probability measure on continuous paths corresponding to this conditioning and prove that the speed of this process is about 4.58 with respect to this probability measure. The idea of the proof is to apply the Ray-Knight theorem according to which the local times of Brownian motion between the two endpoints behave as the square radius of a two-dimensional Brownian motion. Then, by the well-known results due to Pinsky on \textit{metastability}, they conclude that the speed of the process is greater than 1. Moreover, the authors describe some other related works such as Harmonic crystal with hard wall repulsion, Brownian motion with limited local time and Edwards and Domb-Joyce polymer models.

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Cites work

• An integral test for the transience of a Brownian path with limited local time
• scientific article; zbMATH DE number 1354815 (Why is no real title available?)

Cited in

(11)

• On a structure of a conditioned random walk on the integers with bounded local times
• Structural properties of conditioned random walks on integer lattices with random local constraints
• On representations and simulation of conditioned random walks on integer lattices
• Greedy walk on the real line
• Galton-Watson trees with vanishing martingale limit
• Brownian motion conditioned to spend limited time below a barrier
• Microthesis: Processes with constrained local time.
• Transience and recurrence of Markov processes with constrained local time
• An integral test for the transience of a Brownian path with limited local time
• Stochastic Sequences with a Regenerative Structure that May Depend Both on the Future and on the Past
• Brownian motion conditioned to spend limited time outside a bounded interval -- an extreme example of entropic repulsion

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