The Edwards Model for fBm Loops and Starbursts
Wolfgang Bock, Torben Fattler, Ludwig Streit

TL;DR
This paper extends the Edwards polymer model to fractional Brownian loops and starbursts, demonstrating that the Edwards density remains integrable under renormalization for certain Hurst parameters.
Contribution
It introduces a generalized Edwards model for fractional Brownian structures, expanding the mathematical framework for polymer modeling.
Findings
Edwards density is integrable for H<= 1/d after renormalization
Extension of Varadhan's construction to fractional Brownian loops and starbursts
Provides conditions for the integrability of the Edwards density in fractional settings
Abstract
We extend Varadhan's construction of the Edwards polymer model to fractional Brownian loops and fractional Brownian starbursts. We show that, as in the fBm case, the Edwards density under a renormalizaion is an integrable function for the case H<= 1/d.
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Taxonomy
TopicsFinancial Risk and Volatility Modeling · Complex Systems and Time Series Analysis · Stochastic processes and statistical mechanics
