Diffusivity bounds for 1D Brownian polymers

TL;DR

This paper investigates the long-term behavior of a one-dimensional self-interacting Brownian polymer, establishing Gaussian stationary measures, proving a law of large numbers, and deriving bounds on variance that reveal super-diffusive behavior in certain cases.

Contribution

It introduces a Markov process representation of the local time view, proves a law of large numbers, and provides bounds on variance related to the interaction's infrared behavior.

Findings

Gaussian stationary measure for the local time process

Partial proof of the law of large numbers for the polymer's displacement

Super-diffusive behavior in the locally self-repelling case

Abstract

We study the asymptotic behavior of a self-interacting one-dimensional Brownian polymer first introduced by Durrett and Rogers [Probab. Theory Related Fields 92 (1992) 337--349]. The polymer describes a stochastic process with a drift which is a certain average of its local time. We show that a smeared out version of the local time function as viewed from the actual position of the process is a Markov process in a suitably chosen function space, and that this process has a Gaussian stationary measure. As a first consequence, this enables us to partially prove a conjecture about the law of large numbers for the end-to-end displacement of the polymer formulated in Durrett and Rogers [Probab. Theory Related Fields 92 (1992) 337--349]. Next we give upper and lower bounds for the variance of the process under the stationary measure, in terms of the qualitative infrared behavior of the interaction function. In particular, we show that in the locally self-repelling case (when the process is essentially pushed by the negative gradient of its own local time) the process is super-diffusive.