Events

DMS Analysis and Stochastic Analysis Seminar (SASA)

Time: Aug 28, 2024 (11:00 AM)
Location: 326 Parker Hall

Details:

le_chen

Speaker: Le Chen (Auburn University)

Title: On the radius of self-repellent fractional Brownian motion


Abstract: In this talk, we will report a recent joint work with Sefika Kuzgun, Carl Mueller, and Panqiu Xia. In this work, we study the radius of gyration \(R_T\) of a self-repellent fractional Brownian motion \(\left\{B^H_t\right\}_{0\le t\le T}\) taking values in \(\mathbb{R}^d\). Our sharpest result is for \(d=1\), where we find that with high probability, 
\(R_T \asymp T^\nu, \quad \text{with}\quad \nu=\frac{2}{3}\left(1+H\right).\) 
For \(d>1\), we provide upper and lower bounds for the exponent \(\nu\), but these bounds do not match.
 
This talk is based on a recent paper appeared in the Journal of Statistical Physics in 2024.
 
 
Host: Yuming Paul Zhang