posted on 2016-07-11, 11:45authored byVolker Betz, Jozsef Lorinczi, Herbert Spohn
We review our investigations on Gibbs measures relative to Brownian motion, in particular the existence of such measures and their path properties, uniqueness, resp. non-uniqueness. For the case when the energy only depends on increments, we present a functional central limit theorem. We also explain connections with other work and state open problems of interest.
History
School
Science
Department
Mathematical Sciences
Citation
BETZ, V., LORINCZI, J. and SPOHN, H., Gibbs measures on Brownian paths: theory and applications. arXiv:math-ph/0404062
Publisher
arXiv
Version
SMUR (Submitted Manuscript Under Review)
Publisher statement
This work is made available according to the conditions of the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International (CC BY-NC-ND 4.0) licence. Full details of this licence are available at: https://creativecommons.org/licenses/by-nc-nd/4.0/