arXiv:0911.3895 [math.PR]AbstractReferencesReviewsResources
Strong approximations in a charged-polymer model
Published 2009-11-19Version 1
We study the large-time behavior of the charged-polymer Hamiltonian $H_n$ of Kantor and Kardar [Bernoulli case] and Derrida, Griffiths, and Higgs [Gaussian case], using strong approximations to Brownian motion. Our results imply, among other things, that in one dimension the process $\{H_{[nt]}\}_{0\le t\le 1}$ behaves like a Brownian motion, time-changed by the intersection local-time process of an independent Brownian motion. Chung-type LILs are also discussed.
Comments: 15 pages
Categories: math.PR
Related articles: Most relevant | Search more
arXiv:1707.07957 [math.PR] (Published 2017-07-25)
An alternative to the coupling of Berkes-Liu-Wu for strong approximations
arXiv:1206.7063 [math.PR] (Published 2012-06-29)
Weak and strong approximations of reflected diffusions via penalization methods
The quenched limiting distributions of a charged-polymer model