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.
Mots-clés : self-intersection local times, large deviations, random walk
@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}, pages = {250--278}, publisher = {Gauthier-Villars}, volume = {46}, number = {1}, year = {2010}, doi = {10.1214/09-AIHP318}, mrnumber = {2641778}, zbl = {1202.60151}, language = {en}, url = {http://www.numdam.org/articles/10.1214/09-AIHP318/} }
TY - JOUR AU - Asselah, Amine TI - Shape transition under excess self-intersections for transient random walk JO - Annales de l'I.H.P. Probabilités et statistiques PY - 2010 SP - 250 EP - 278 VL - 46 IS - 1 PB - Gauthier-Villars UR - http://www.numdam.org/articles/10.1214/09-AIHP318/ DO - 10.1214/09-AIHP318 LA - en ID - AIHPB_2010__46_1_250_0 ER -
%0 Journal Article %A Asselah, Amine %T Shape transition under excess self-intersections for transient random walk %J Annales de l'I.H.P. Probabilités et statistiques %D 2010 %P 250-278 %V 46 %N 1 %I Gauthier-Villars %U http://www.numdam.org/articles/10.1214/09-AIHP318/ %R 10.1214/09-AIHP318 %G en %F 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) no. 1, pp. 250-278. doi : 10.1214/09-AIHP318. http://www.numdam.org/articles/10.1214/09-AIHP318/
[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 | Zbl
.[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 | Zbl
.[4] A note on random walk in random scenery. Ann. Inst. H. Poincaré 43 (2007) 163-173. | Numdam | MR | Zbl
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 | Zbl
and .[6] Moments and distribution of the local times of a transient random walk on ℤd. J. Theoret. Probab. 22 (2009) 365-374. | MR | Zbl
and .[7] Probability and Measure. Wiley, New York, 1979. | MR | Zbl
.[8] On self-attracting d-dimensional random walks. Ann. Probab. 25 (1997) 531-572. | MR | Zbl
and .[9] The diffusive phase of a model of self-interacting walks. Probab. Theory Related Fields 103 (1995) 285-315. | MR | Zbl
and .[10] Limit laws for the energy of a charged polymer. Ann. Inst. H. Poincaré Probab. Statist. 44 (2008) 638-672. | Numdam | MR | Zbl
.[11] Random walk intersections: Large deviations and some related topics. 2009. To appear. | MR | Zbl
.[12] Some problems on random walk in space. In Proc. Berkeley Symposium 1951 353-367. Univ. California Press, Berkeley, 1951. | MR | Zbl
and .[13] The statistical mechanics of polymers with excluded volume. Proc. Phys. Sci 85 (1965) 613-624. | MR | Zbl
.[14] Intersection properties of simple random walks: A renormalization group approach. Comm. Math. Phys. 97 (1985) 111-124. | MR | Zbl
and .[15] Moderate deviations for random walk in random scenery. Stochastic Process. Appl. 118 (2008) 1768-1802. | MR | Zbl
, and .[16] The range of transient random walk. J. Anal. Math. 24 (1971) 369-393. | MR | Zbl
and .[17] Intersection of Random Walks. Probability and Its Applications. Birkhäuser, Boston, MA, 1991. | MR | Zbl
.[18] Propriétés d'intersection des marches aléatoires. Comm. Math. Phys. 104 (1985) 471-507. | MR | Zbl
.[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 | Zbl
.[20] The range of stable random walks. Ann. Probab. 19 (1991) 650-705. | MR | Zbl
and .[21] On Edwards' model for long polymer chains. Comm. Math. Phys. 72 (1980) 131-174. | MR | Zbl
.[22] Appendix to Euclidean quantum field theory by K.Symanzik. In Local Quantum Field Theory. R. Jost (Ed.). Academic Press, New York, 1966.
.Cité par Sources :