An invariance principle to Ferrari-Spohn diffusions

Dmitry Ioffe, Senya Shlosman, Yvan Velenik

Published 2014-03-20, updated 2014-09-03Version 2

We prove an invariance principle for a class of tilted (1+1)-dimensional SOS models or, equivalently, for a class of tilted random walk bridges in Z_+. The limiting objects are stationary reversible ergodic diffusions with drifts given by the logarithmic derivatives of the ground states of associated singular Sturm-Liouville operators. In the case of a linear area tilt, we recover the Ferrari-Spohn diffusion with log-Airy drift, which was derived by Ferrari and Spohn in the context of Brownian motions conditioned to stay above circular and parabolic barriers.