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

Tadahisa Funaki; Tatsushi Otobe

doi:10.2969/jmsj/06231005

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

Tadahisa Funaki^*, Tatsushi Otobe

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

4 Citations (Scopus)

Abstract

The scaling limits for ci-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.

Original language	English
Pages (from-to)	1005-1041
Number of pages	37
Journal	Journal of the Mathematical Society of Japan
Volume	62
Issue number	3
DOIs	https://doi.org/10.2969/jmsj/06231005
Publication status	Published - 2010 Jul
Externally published	Yes

Keywords

Large deviation
Pinning
Random walks
Scaling limit

ASJC Scopus subject areas

Mathematics(all)

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10.2969/jmsj/06231005

Cite this

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title = "Scaling limits for weakly pinned random walks with two large deviation minimizers",

abstract = "The scaling limits for ci-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.",

keywords = "Large deviation, Pinning, Random walks, Scaling limit",

author = "Tadahisa Funaki and Tatsushi Otobe",

year = "2010",

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doi = "10.2969/jmsj/06231005",

language = "English",

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AU - Otobe, Tatsushi

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N2 - The scaling limits for ci-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.

AB - The scaling limits for ci-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.

KW - Large deviation

KW - Pinning

KW - Random walks

KW - Scaling limit

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

Abstract

Keywords

ASJC Scopus subject areas

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