Emmanuel Cépa, Dominique Lépingle
Brownian particles in electrostatic interaction may pairwise collide when the interaction parameter is small. But multiple collisions are never possible.
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True self-repelling motion above a general barrier
本文研究了在一般屏障上构造的真实自避运动，并探讨了其在不规则屏障下的证明扩展难题。
Construction of the 1d Self-repelling Brownian Polymer
该研究针对一维自排斥布朗聚合物对应的奇异SDE，通过分析相关奇异SPDE的能量解适定性，构造出方程解，证明其超扩散性及为逼近族极限分布，结果可推广至更广泛漂移项。
An invariance principle for the 2d weakly self-repelling Brownian polymer
该研究针对二维临界维下的自排斥布朗聚合物，推导弱耦合标度下的不变性原理，得到显式极限扩散率，为对数超扩散指数β=1/2提供证据，还给出粒子所见环境的标度极限满足增强扩散的随机线性输运方程。
The self-repelling Brownian polymer model (SRBP) initiated by Durrett and Rogers in [Durrett-Rogers (1992)] is the continuous space-time counterpart of the myopic (or 'true') self-avoiding walk model (MSAW) introduced in the physics literature by Amit, Parisi and Peliti in [Amit-Parisi-Peliti (1983)]. In both cases, a random motion in space is pushed towards domains less visited in the past by a kind of negative gradient of the occupation time measure. We investigate the asymptotic behaviour of SRBP in the non-recurrent dimensions. First, extending 1-dimensional results from [Tarres-Toth-Valko…
On a remark of de Gennes concerning three-dimensional polyelectrolytes
本文受de Gennes关于聚电解质的评注启发，证明三维布朗运动模型中聚电解质的回转半径随长度T线性增长（对数修正）。
We are interested in the analysis of Gibbs measures defined on two independent Brownian paths in $\mathbb R^d$ interacting through a mutual self-attraction. This is expressed by the Hamiltonian $\int\int_{\mathbb R^{2d}} V(x-y) μ(d x)ν(d y)$ with two probability measures $μ$ and $ν$ representing the occupation measures of two independent Brownian motions. We will be interested in class of potentials $V$ which are {\it{singular}}, e.g., Dirac or Coulomb type interactions in $\mathbb R^3$, or the correlation function of the parabolic Anderson problem with white noise potential. The mutual intera…
Recently O'Connell introduced an interacting diffusive particle system in order to study a directed polymer model in 1+1 dimensions. The infinitesimal generator of the process is a harmonic transform of the quantum Toda-lattice Hamiltonian by the Whittaker function. As a physical interpretation of this construction, we show that the O'Connell process without drift is realized as a system of mutually killing Brownian motions conditioned that all particles survive forever. When the characteristic length of interaction killing other particles goes to zero, the process is reduced to the noncollidi…
The KPZ fixed point and Brownian motion share the same null sets
研究显示KPZ固定点增量与扩散参数为2的布朗运动在紧集上互绝对连续，同时加性布朗运动与中心Airy sheet在紧集上绝对连续但非互绝对连续。应用包括证明KPZ固定点存在远离参考点的记录时间，刻画其图形击中概率的正性条件，以及计算这些随机交集的Hausdorff维度本质上界。
The present work is devoted to the study of the large time behaviour of a critical Brownian diffusion in two dimensions, whose drift is divergence-free, ergodic and given by the curl of the 2-dimensional Gaussian Free Field. We prove the conjecture, made in [B. Tóth, B. Valkó, J. Stat. Phys., 2012], according to which the diffusion coefficient $D(t)$ diverges as $\sqrt{\log t}$ for $t\to\infty$. Starting from the fundamental work by Alder and Wainwright [B. Alder, T. Wainright, Phys. Rev. Lett. 1967], logarithmically superdiffusive behaviour has been predicted to occur for a wide variety of ou…
We define multiple chordal SLEs in a simply connected domain by considering a natural configurational measure on paths. We show how to construct these measures so that they are conformally covariant and satisfy certain boundary perturbation and Markov properties, as well as a cascade relation. As an example of our construction, we derive the scaling limit of Fomin's identity in the case of two paths directly; that is, we prove that the probability that an SLE(2) and a Brownian excursion do not intersect can be given in terms of the determinant of the excursion hitting matrix. Finally, we defin…
Let $n$ particles move in standard Brownian motion in one dimension, with the process terminating if two particles collide. This is a specific case of Brownian motion constrained to stay inside a Weyl chamber; the Weyl group for this chamber is $A_{n-1}$, the symmetric group. For any starting positions, we compute a determinant formula for the density function for the particles to be at specified positions at time $t$ without having collided by time $t$. We show that the probability that there will be no collision up to time $t$ is asymptotic to a constant multiple of $t^{-n(n-1)/4}$ as $t$ go…
In this paper we study Backward Stochastic Differential Equations with two reflecting right continuous with left limits obstacles (or barriers) when the noise is given by Brownian motion and a Poisson random measure mutually independent. The jumps of the obstacle processes could be either predictable or inaccessible. We show existence and uniqueness of the solution when the barriers are completely separated and the generator uniformly Lipschitz. We do not assume the existence of a difference of supermartingales between the obstacles. As an application, we show that the related mixed zero-sum d…
A particle moves randomly over the integer points of the real line. Jumps of the particle outside the membrane (a fixed "locally perturbating set") are i.i.d., have zero mean and finite variance, whereas jumps of the particle from the membrane have other distributions with finite means which may be different for different points of the membrane; furthermore, these jumps are mutually independent and independent of the jumps outside the membrane. Assuming that the particle cannot jump over the membrane we prove that the weak scaling limit of the particle position is a skew Brownian motion with p…
The problems considered in the present paper have their roots in two different cultures. The 'true' (or myopic) self-avoiding walk model (TSAW) was introduced in the physics literature by Amit, Parisi and Peliti. This is a nearest neighbor non-Markovian random walk in Z^d which prefers to jump to those neighbors which were less visited in the past. The self-repelling Brownian polymer model (SRBP), initiated in the probabilistic literature by Durrett and Rogers (independently of the physics community), is the continuous space-time counterpart: a diffusion in R^d pushed by the negative gradient …
We introduce two probabilistic models for $N$ interacting Brownian motions moving in a trap in $\mathbb {R}^d$ under mutually repellent forces. The two models are defined in terms of transformed path measures on finite time intervals under a trap Hamiltonian and two respective pair-interaction Hamiltonians. The first pair interaction exhibits a particle repellency, while the second one imposes a path repellency. We analyze both models in the limit of diverging time with fixed number $N$ of Brownian motions. In particular, we prove large deviations principles for the normalized occupation measu…
Probability of entering an orthant by correlated fractional Brownian motion with drift: Exact asymptotics
本文研究带漂移的相关分数布朗运动进入正交象限的概率，在漂移和阈值向量至少有一个正分量的条件下，给出了当阈值趋于无穷时该概率的精确渐近表达式。
We consider systems of multiple Brownian particles in one dimension that repel mutually via a logarithmic potential on the real line, more specifically the Dyson model. These systems are characterized by a parameter that controls the strength of the interaction, $k>0$. In spite of being a one-dimensional system, this system is interesting due to the properties that arise from the long-range interaction between particles. It is a well-known fact that when $k$ is small enough, particle collisions occur almost surely, while when $k$ is large, collisions never occur. However, aside from this fact …
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