Large deviations and path properties of the true self-repelling motion

Laure Dumaz

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arXiv · 1105.2948

Large deviations and path properties of the true self-repelling motion

Laure Dumaz

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Abstract

We derive some large deviation bounds for events related to the "true self-repelling motion", a one-dimensional self-interacting process introduced by Toth and Werner, that has very different path properties than usual diffusion processes. We then use these estimates to study certain of these path properties such as its law of iterated logarithms for both small and large times.

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Laure Dumaz. 2011-05-15. Large deviations and path properties of the true self-repelling motion. https://arxiv.org/abs/1105.2948

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