Nous décrivons un phénomène de transition de forme d'une marche aléatoire transiente forcée à réaliser une grande valeur de la norme-q du temps local, lorsque le paramètre q traverse la valeur critique qc(d)=d/(d-2). Comme application de notre approche, nous établissons un théorème de la limite centrale pour la norme-q du temps local en dimension 4 et plus.
We reveal a shape transition for a transient simple random walk forced to realize an excess q-norm of the local times, as the parameter q crosses the value qc(d)=d/(d-2). Also, as an application of our approach, we establish a central limit theorem for the q-norm of the local times in dimension 4 or more.
@article{AIHPB_2010__46_1_250_0, author = {Asselah, Amine}, title = {Shape transition under excess self-intersections for transient random walk}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, volume = {46}, year = {2010}, pages = {250-278}, doi = {10.1214/09-AIHP318}, mrnumber = {2641778}, zbl = {1202.60151}, language = {en}, url = {http://dml.mathdoc.fr/item/AIHPB_2010__46_1_250_0} }
Asselah, Amine. Shape transition under excess self-intersections for transient random walk. Annales de l'I.H.P. Probabilités et statistiques, Tome 46 (2010) pp. 250-278. doi : 10.1214/09-AIHP318. http://gdmltest.u-ga.fr/item/AIHPB_2010__46_1_250_0/
[1] The intersection of Brownian paths as a case study of a renormalization group method for quantum field theory. Comm. Math. Phys. 97 (1985) 91-110. | MR 782960 | Zbl 0573.60076
.[2] Large deviations principle for the self-intersection local times for simple random walk in dimension 5 or more. Preprint, 2007. Available at: arXiv:0707.0813.
.[3] Large deviations for the Self-intersection local times for simple random walk in dimension d=3. Probab. Theory Related Fields 141 (2008) 19-45. | MR 2372964 | Zbl 1135.60340
.[4] A note on random walk in random scenery. Ann. Inst. H. Poincaré 43 (2007) 163-173. | Numdam | MR 2303117 | Zbl 1112.60088
and .[5] Random walk in random scenery and self-intersection local times in dimensions d≥5. Probab. Theory Related Fields 138 (2007) 1-32. | MR 2288063 | Zbl 1116.60057
and .[6] Moments and distribution of the local times of a transient random walk on ℤd. J. Theoret. Probab. 22 (2009) 365-374. | MR 2501325 | Zbl 1175.60043
and .[7] Probability and Measure. Wiley, New York, 1979. | MR 534323 | Zbl 0649.60001
.[8] On self-attracting d-dimensional random walks. Ann. Probab. 25 (1997) 531-572. | MR 1434118 | Zbl 0873.60008
and .[9] The diffusive phase of a model of self-interacting walks. Probab. Theory Related Fields 103 (1995) 285-315. | MR 1358079 | Zbl 0832.60096
and .[10] Limit laws for the energy of a charged polymer. Ann. Inst. H. Poincaré Probab. Statist. 44 (2008) 638-672. | Numdam | MR 2446292 | Zbl 1178.60024
.[11] Random walk intersections: Large deviations and some related topics. 2009. To appear. | MR 2584458 | Zbl 1192.60002
.[12] Some problems on random walk in space. In Proc. Berkeley Symposium 1951 353-367. Univ. California Press, Berkeley, 1951. | MR 47272 | Zbl 0044.14001
and .[13] The statistical mechanics of polymers with excluded volume. Proc. Phys. Sci 85 (1965) 613-624. | MR 183442 | Zbl 0125.23205
.[14] Intersection properties of simple random walks: A renormalization group approach. Comm. Math. Phys. 97 (1985) 111-124. | MR 782961 | Zbl 0573.60065
and .[15] Moderate deviations for random walk in random scenery. Stochastic Process. Appl. 118 (2008) 1768-1802. | MR 2454464 | Zbl 1157.60020
, and .[16] The range of transient random walk. J. Anal. Math. 24 (1971) 369-393. | MR 283890 | Zbl 0249.60038
and .[17] Intersection of Random Walks. Probability and Its Applications. Birkhäuser, Boston, MA, 1991. | MR 1117238 | Zbl 0925.60078
.[18] Propriétés d'intersection des marches aléatoires. Comm. Math. Phys. 104 (1985) 471-507. | MR 840748 | Zbl 0609.60078
.[19] Sur le temps local d'intersection du mouvement brownien plan et la méthode de renormalisation de Varadhan. Séminaire de probabilités de Strasbourg 19 (1985) 314-331. | Numdam | MR 889492 | Zbl 0563.60072
.[20] The range of stable random walks. Ann. Probab. 19 (1991) 650-705. | MR 1106281 | Zbl 0729.60066
and .[21] On Edwards' model for long polymer chains. Comm. Math. Phys. 72 (1980) 131-174. | MR 573702 | Zbl 0431.60100
.[22] Appendix to Euclidean quantum field theory by K.Symanzik. In Local Quantum Field Theory. R. Jost (Ed.). Academic Press, New York, 1966.
.