Scaling limits for weakly pinned Gaussian random fields under the presence of two possible candidates
Erwin Bolthausen, Taizo Chiyonobu, Tadahisa Funaki

TL;DR
This paper investigates the scaling limits and law of large numbers for weakly pinned Gaussian random fields in higher dimensions, especially when multiple limit candidates exist, extending previous one-dimensional results.
Contribution
It extends the understanding of Gaussian random fields by analyzing higher-dimensional cases with multiple potential limits under weak pinning conditions.
Findings
Established scaling limits for d ≥ 3
Proved law of large numbers in critical pinning scenarios
Identified conditions for multiple limit candidates
Abstract
We study the scaling limit and prove the law of large numbers for weakly pinned Gaussian random fields under the critical situation that two possible candidates of the limits exist at the level of large deviation principle. This paper extends the results of [3], [7] for one dimensional fields to higher dimensions: d \geq 3, at least if the strength of pinning is sufficiently large.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Geometry and complex manifolds · Financial Risk and Volatility Modeling
