Construction of Gibbs measures for 1-dimensional continuum fields

We study 1-dimensional continuum fields of Ginzburg-Landau type under the presence of an external and a long-range pair interaction potentials. The corresponding Gibbs states are formulated as Gibbs measures relative to Brownian motion [17]. In this context we prove the existence of Gibbs measures for a wide class of potentials including a singular external potential as hard-wall ones, as well as a non-convex interaction. Our basic methods are: (i) to derive moment estimates via integration by parts; and (ii) in its finite-volume construction, to represent the hard-wall Gibbs measure on C(ℝ;ℝ⁺) in terms of a certain rotationally invariant Gibbs measure on C(ℝ;ℝ³).     

A system of infinitely many mutually reffecting Brownian balls in ℝ d

Sumamry An infinite system of Skorohod type equations is studied. The unique solution of the system is obtained from a finite case by passing to the limit. It is a diffusion process describing a system of infinitely many Brownian hard balls and has a Gibbs state associated with the hard core pair potential as a reversible measure.On leave of, Department of Mathematics and Informatics, Faculty of Science Chiba University Chiba, 263 JapanSupported by Swiss National Foundation, contract Nr. 20-36305.92     

Sharp interface limit for invariant measures of a stochastic Allen‐Cahn equation

The invariant measure of a one‐dimensional Allen‐Cahn equation with an additive space‐time white noise is studied. This measure is absolutely continuous with respect to a Brownian bridge with a density that can be interpreted as a potential energy term. We consider the sharp interface limit in this setup. In the right scaling this corresponds to a Gibbs‐type measure on a growing interval with decreasing temperature. Our main result is that in the limit we still see exponential convergence towards a curve of minimizers of the energy if the interval does not grow too fast. In the original scaling, the measure is concentrated on configurations with precisely one jump. © 2010 Wiley Periodicals, Inc.     

Ultraviolet renormalization of the Nelson Hamiltonian through functional integration

Starting from the N-particle Nelson Hamiltonian defined by imposing an ultraviolet cutoff, we perform ultraviolet renormalization by showing that in the ultraviolet cutoff limit a self-adjoint operator exists after a logarithmically divergent term is subtracted from the original Hamiltonian. We obtain this term as the diagonal part of a pair interaction appearing in the density of a Gibbs measure derived from the Feynman–Kac representation of the Hamiltonian. Also, we show existence of a weak coupling limit of the renormalized Hamiltonian and derive an effective Yukawa interaction potential between the particles.     

Sine-gordon transformations in nonequilibrium systems of Brownian particles

Finite volume grand canonical correlation functions of nonequilibrium systems of d-dimensional Brownian particles, interacting through a regular (long-range) pair potential with integrable first partial derivatives, are expressed in terms of the expectation values of a Gaussian random field. The initial correlation functions coincide with the Gibbs correlation functions corresponding to a more general pair long-range potential. Nonequilibrium Euclidean action is introduced, satisfying a thermodynamic stability property.     

On the trajectory of an individual chosen according to supercritical Gibbs measure in the branching random walk

Consider a branching random walk on the real line. Madaule (2016) showed the renormalized trajectory of an individual selected according to the critical Gibbs measure converges in law to a Brownian meander. Besides, Chen (2015) proved that the renormalized trajectory leading to the leftmost individual at time $n$ converges in law to a standard Brownian excursion. In this article, we prove that the renormalized trajectory of an individual selected according to a supercritical Gibbs measure also converges in law toward the Brownian excursion. Moreover, refinements of this results enables to express the probability for the trajectories of two individuals selected according to the Gibbs measure to have split before time $t$, partially answering a question of Derrida and Spohn (1988).     

A central limit theorem for branching Brownian motion with random immigration

We establish a central limit theorem for a branching Brownian motion with random immigration under the annealed law,where the immigration is determined by another branching Brownian motion.The limit is a Gaussian random measure and the normalization is t3/4for d=3 and t1/2for d≥4,where in the critical dimension d=4 both the immigration and the branching Brownian motion itself make contributions to the covariance of the limit.     

Small and Large Scale Behavior of the Poissonized Telecom Process

The stable Telecom process has infinite variance and appears as a limit of renormalized renewal reward processes. We study its Poissonized version where the infinite variance stable measure is replaced by a Poisson point measure. We show that this Poissonized version converges to the stable Telecom process at small scales and to the Gaussian fractional Brownian motion at large scales. This process is therefore locally as well as asymptotically self-similar. The value of the self-similarity parameter at large scales, namely the self-similarity parameter of the limit fractional Brownian motion, depends on the form the Poissonized Telecom process. The Poissonized Telecom process is a Poissonized mixed moving average. We investigate more general Poissonized mixed moving averages as well.     

A Poisson bridge between fractional Brownian motion and stable Lévy motion

We study a non-Gaussian and non-stable process arising as the limit of sums of rescaled renewal processes under the condition of intermediate growth. The process has been characterized earlier by the cumulant generating function of its finite-dimensional distributions. Here, we derive a more tractable representation for it as a stochastic integral of a deterministic function with respect to a compensated Poisson random measure. Employing the representation we show that the process is locally and globally asymptotically self-similar with fractional Brownian motion and stable Lévy motion as its tangent limits.     

Large Deviations from the Almost Everywhere Central Limit Theorem

We prove large deviation principles for the almost everywhere central limit theorem, assuming that the i.i.d. summands have finite moments of all orders. The level 3 rate function is a specific entropy relative to Wiener measure and the level 2 rate the Donsker-Varadhan entropy of the Ornstein-Uhlenbeck process. In particular, the rate functions are independent of the particular distribution of the i.i.d. process under study. We deduce these results from a large deviation theory for Brownian motion via Skorokhod's representation of random walk as Brownian motion evaluated at random times. The results for Brownian motion come from the well-known large deviation theory of the Ornstein-Uhlenbeck process, by a mapping between the two processes.     

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We establish a quenched central limit theorem (CLT) for the branching Brownian motion with random immigration in dimension $d\geq4$. The limit is a Gaussian random measure, which is the same as the annealed central limit theorem, but the covariance kernel of the limit is different from that in the annealed sense when d=4.     

A Set-indexed Fractional Brownian Motion

We define and prove the existence of a fractional Brownian motion indexed by a collection of closed subsets of a measure space. This process is a generalization of the set-indexed Brownian motion, when the condition of independance is relaxed. Relations with the Lévy fractional Brownian motion and with the fractional Brownian sheet are studied. We prove stationarity of the increments and a property of self-similarity with respect to the action of solid motions. Moreover, we show that there no “really nice” set indexed fractional Brownian motion other than set-indexed Brownian motion. Finally, behavior of the set-indexed fractional Brownian motion along increasing paths is analysed.      

The exit distribution for iterated Brownian motion in cones

We study the distribution of the exit place of iterated Brownian motion in a cone, obtaining information about the chance of the exit place having large magnitude. Along the way, we determine the joint distribution of the exit time and exit place of Brownian motion in a cone. This yields information on large values of the exit place (harmonic measure) for Brownian motion. The harmonic measure for cones has been studied by many authors for many years. Our results are sharper than any previously obtained.     

A version of Pitman's 2M — X theorem for geometric Brownian motions

We show that geometric Brownian motion with parameter μ, i.e., the exponential of linear Brownian motion with drift μ, divided by its quadratic variation process is a diffusion process. Taking logarithms and an appropriate scaling limit, we recover the Rogers-Pitman extension to Brownian motion with drift of Pitman's representation theorem for the three-dimensional Bessel process. Time inversion and generalized inverse Gaussian distributions play crucial roles in our proofs.     

Theéeorème limite pour une equation differentielle stochastique anticipative

Ocone and Pardoux have introduced a stochastic differential equation in which the initial condition and the drift depend on the driving Brownian motion in an anticipative way. In this paper we prove a limit theorem for such equations when the Brownian motion is approximated by a sequence of piecewise linear processes     

On Tightness and Weak Convergence in the Approximation of the Occupation Measure of Fractional Brownian Motion

In this paper we consider approximations of the occupation measure of the Fractional Brownian motion by means of some functionals defined on regularizations of the paths. In a previous article Berzin and León proved a cylindrical convergence to a Wiener process of conveniently rescaled functionals. Here we show the tightness of the approximation in the space of continuous functions endowed with the topology of uniform convergence on compact sets. This allows us to simplify the identification of the limit.     

Brownian motion on the continuum tree

Summary We construct Brownian motion on a continuum tree, a structure introduced as an asymptotic limit to certain families of finite trees. We approximate the Dirichlet form of Brownian motion on the continuum tree by adjoining one-dimensional Brownian excursions. We study the local times of the resulting diffusion. Using time-change methods, we find explicit expressions for certain hitting probabilities and the mean occupation density of the process.     

On a Functional Limit Results for Increments of a Fractional Brownian Motion

Large deviation results for Gaussian processes are presented. As an application, we obtain a functional limit result for small increments of a fractional Brownian motion. Lévy's modulus of continuity for a fractional Brownian motion is obtained as a special case. This revised version was published online in June 2006 with corrections to the Cover Date.     

A probabilistic representation of the ground state expectation of fractional powers of the boson number operator

We give a formula in terms of a joint Gibbs measure on Brownian paths and the measure of a random-time Poisson process of the ground state expectations of fractional (in fact, any real) powers of the boson number operator in the Nelson model. We use this representation to obtain tight two-sided bounds. As applications, we discuss the polaron and translation invariant Nelson models.     

Local limit theorems for multiplicative free convolutions

This paper describes the quality of convergence to an infinitely divisible law relative to free multiplicative convolution. We show that convergence in distribution for products of identically distributed and infinitesimal free random variables implies superconvergence of their probability densities to the density of the limit law. Superconvergence to the marginal law of free multiplicative Brownian motion at a specified time is also studied. In the unitary case, the superconvergence to free Brownian motion and that to the Haar measure are shown to be uniform over the entire unit circle, implying further a free entropic limit theorem and a universality result for unitary free Lévy processes. Finally, the method of proofs on the positive half-line gives rise to a new multiplicative Boolean to free Bercovici–Pata bijection.