Scaling limits for weakly pinned random walks with two large deviation minimizers

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概要

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• The scaling limits for d-dimensional random walks perturbed by an attractive force toward the origin are studied under the critical situation that the rate functional of the corresponding large deviation principle admits two minimizers. Our results extend those obtained by [2] from the mean-zero Gaussian to non-Gaussian setting under the absence of the wall.

• 2010-07-01

著者

• Funaki Tadahisa

  Graduate School Of Mathematical Sciences The University Of Tokyo

• OTOBE Tatsushi

  Railway Technical Research Institute

関連論文

• Scaling limits for weakly pinned random walks with two large deviation minimizers
• A scaling limit for weakly pinned Gaussian random walks (Proceedings of RIMS Workshop on Stochastic Analysis and Applications)

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