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 RT of a self-repellent fractional Brownian motion {BHt}0tT taking values in Rd. Our sharpest result is for d=1, where we find that with high probability, 
RTTν,withν=23(1+H). 
For d>1, we provide upper and lower bounds for the exponent ν, 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