Concentration under scaling limits for weakly pinned Gaussian random walks

Erwin Bolthausen, Tadahisa Funaki, Tatsushi Otobe

Research output: Contribution to journalArticle

9 Citations (Scopus)

Abstract

We study scaling limits for d-dimensional Gaussian random walks perturbed by an attractive force toward a certain subspace of Rd, especially under the critical situation that the rate functional of the corresponding large deviation principle admits two minimizers. We obtain different type of limits, in a positive recurrent regime, depending on the co-dimension of the subspace and the conditions imposed at the final time under the presence or absence of a wall. The motivation comes from the study of polymers or (1 + 1)-dimensional interfaces with δ-pinning.

Original languageEnglish
Pages (from-to)441-480
Number of pages40
JournalProbability Theory and Related Fields
Volume143
Issue number3-4
DOIs
Publication statusPublished - 2009 Mar
Externally publishedYes

Fingerprint

Scaling Limit
Random walk
Subspace
Large Deviation Principle
Minimizer
Codimension
Polymers
Scaling
Large deviations

Keywords

  • Concentration
  • Large deviation
  • Minimizers
  • Pinning
  • Random walks
  • Scaling limit

ASJC Scopus subject areas

  • Analysis
  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Cite this

Concentration under scaling limits for weakly pinned Gaussian random walks. / Bolthausen, Erwin; Funaki, Tadahisa; Otobe, Tatsushi.

In: Probability Theory and Related Fields, Vol. 143, No. 3-4, 03.2009, p. 441-480.

Research output: Contribution to journalArticle

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