# Central Limit Theorem for a Self-Repelling Diffusion

**Authors:** Carl-Erik Gauthier

arXiv: 1703.02963 · 2017-03-09

## TL;DR

This paper proves a Central Limit Theorem for the displacement of a 1D self-repelling diffusion process, extending known results from higher dimensions to one dimension under certain conditions.

## Contribution

It establishes a CLT for the 1D self-repelling diffusion, filling a gap in the understanding of such processes in low dimensions.

## Key findings

- CLT proven for 1D self-repelling diffusion displacement
- Extends results previously known only for dimensions ≥ 3
- Supports conjecture for CLT in 1D under integrability conditions

## Abstract

We prove a Central Limit Theorem for the finite dimensional distributions of the displacement for the 1D self-repelling diffusion which solves   \begin{equation*} dX_t =dB_t -\big(G'(X_t)+ \int_0^t F'(X_t-X_s)ds\big)dt, \end{equation*} where $B$ is a real valued standard Brownian motion and $F(x)=\sum_{k=1}^n a_k \cos(kx)$ with $n<\infty$ and $a_1,\cdots ,a_n >0$. In dimension $d\geq 3$, such a result has already been established by Horv\'ath, T\'oth and Vet\"o in \cite{HTV} in 2012 but not for $d=1,2$. Under an integrability condition, Tarr\`es, T\'oth and Valk\'o conjectured in \cite{TTV} that a Central Limit Theorem result should also hold in dimension $d=1$.

## Full text

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## References

6 references — full list in the complete paper: https://tomesphere.com/paper/1703.02963/full.md

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Source: https://tomesphere.com/paper/1703.02963