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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 PDF
 
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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