Scaling Limit of the Prudent Walk
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1. | Title | Title of document | Scaling Limit of the Prudent Walk |
2. | Creator | Author's name, affiliation, country | Vincent Beffara; UMPA |
2. | Creator | Author's name, affiliation, country | Sacha Friedli; UFMG |
2. | Creator | Author's name, affiliation, country | Yvan Velenik; Université de Genève |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | prudent self-avoiding walk, brownian motion, scaling limit, ballistic behaviour, ageing |
3. | Subject | Subject classification | 60F17; 60G50; 60G52 |
4. | Description | Abstract | We describe the scaling limit of the nearest neighbour prudent walk on $Z^2$, which performs steps uniformly in directions in which it does not see sites already visited. We show that the scaling limit is given by the process $Z_u = \int_0^{3u/7} ( \sigma_1 1_{W(s)\geq 0}\vec{e}_1 + \sigma_2 1_{W(s)\geq 0}\vec{e}_2 ) ds$, $u \in [0,1]$, where $W$ is the one-dimensional Brownian motion and $\sigma_1, \sigma_2$ two random signs. In particular, the asymptotic speed of the walk is well-defined in the $L^1$-norm and equals 3/7. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | CNPq, Fonds National Suisse |
7. | Date | (YYYY-MM-DD) | 2010-02-24 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ecp.ejpecp.org/article/view/1527 |
10. | Identifier | Digital Object Identifier | 10.1214/ECP.v15-1527 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Communications in Probability; Vol 15 |
12. | Language | English=en | |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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