Self-avoiding random walks and polymer measures
This note is devoted to a simple proof of the equivalent of Donsker's theorem in the field of self-avoiding processes in the plane. Self-avoiding walks have been introduced by penalizing the trajectories with many intersections of ordinary random walks, and the self-avoiding Brownian motion, or polymer measure, has been defined through self-intersection local times of planar Brownian motion. The present proof of the invariance principle is based on an estimation of the number of intersections up to time \(N\) of two independent random walks. For the entire collection see [Zbl 0864.00069].
- scientific article; zbMATH DE number 4038961
- scientific article; zbMATH DE number 3919452
- Polymer models and random walks
- scientific article; zbMATH DE number 1893780
- Self-avoiding walks in quenched random environments
- Self-avoiding polygons and walks in slits
- Random walks and polymers in the presence of quenched disorder
- Self-avoiding walks and polygons on non-Euclidean lattices
- Random self-avoiding walks on one-dimensional lattices
- Correlation functions as nests of self-avoiding paths
- A central limit theorem for a one-dimensional polymer measure
- From charged polymers to random walk in random scenery
- scientific article; zbMATH DE number 503494 (Why is no real title available?)
- A standard proof of Stoll's invariance principle
- The escape transition in a self-avoiding walk model of linear polymers
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