Gaussian deconvolution on $\mathbb R^d$ with application to self-repellent Brownian motion
Yucheng Liu

TL;DR
This paper extends a deconvolution theorem from lattice to continuum settings, providing decay conditions for solutions and applying these results to analyze the critical behavior of self-repellent Brownian motion in high dimensions.
Contribution
It generalizes a recent deconvolution theorem to anisotropic continuum spaces and applies it to establish decay properties of self-repellent Brownian motion.
Findings
Deconvolution G(x) decays as (x·Σ^{-1}x)^{-(d-2)/2} for large |x|
Critical two-point function of self-repellent Brownian motion decays as |x|^{-(d-2)}
Extension of lattice deconvolution results to continuum models
Abstract
We consider the convolution equation on , , where is the Dirac delta function and are given functions. We provide conditions on that ensure the deconvolution to decay as for large , where is a positive-definite diagonal matrix. This extends a recent deconvolution theorem on proved by the author and Slade to the possibly anisotropic, continuum setting while maintaining its simplicity. Our motivation comes from studies of statistical mechanical models on based on the lace expansion. As an example, we apply our theorem to a self-repellent Brownian motion in dimensions , proving its critical two-point function to decay as , like the Green function of the Laplace operator .
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Taxonomy
TopicsStochastic processes and financial applications
