Large deviations and path properties of the true self-repelling motion

Details Large deviations and path properties of the true self-repelling motion Large deviations and path properties of the true self-repelling motion

2011-05-15

arxiv.org/abs/1105.2948v2

Mathematics

Probability

24 pages, 9 figures

Scientific paper

We derive some large deviation bounds for events related to the "true
self-repelling motion", a one-dimensional self-interacting process introduced
by Toth and Werner, that has very different path properties than usual
diffusion processes. We then use these estimates to study certain of these path
properties such as its almost sure local fluctuations.

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