On the radius of self-repellent fractional Brownian motion

Chen, Le, Kuzgun, Sefika, Mueller, Carl and Xia, Panqiu 2024. On the radius of self-repellent fractional Brownian motion. Journal of Statistical Physics 191 (2) , 19. 10.1007/s10955-023-03227-y

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Abstract

We study the radius of gyration R_T of a self-repellent fractional Brownian motion \{B_t^H\}_{0 \leq t \leq T} taking values in R^d. Our sharpest result is for d = 1, where we find that with high probability, R_T \asymp T^{\nu}, with \nu = 2/3 (1 + H). For d > 1, we provide upper and lower bounds for the exponent \nu, but these bounds do not match.

Item Type:	Article
Date Type:	Publication
Status:	Published
Schools:	Mathematics
Subjects:	Q Science > QA Mathematics
Publisher:	Springer
ISSN:	0022-4715
Last Modified:	02 Oct 2024 14:00
URI:	https://orca.cardiff.ac.uk/id/eprint/171086

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