Events
DMS Analysis and Stochastic Analysis Seminar (SASA) |
Time: Aug 28, 2024 (11:00 AM) |
Location: 326 Parker Hall |
Details: 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,
This talk is based on a recent paper appeared in the Journal of Statistical Physics in 2024.
Host: Yuming Paul Zhang
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