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Showing 2003 · math.PRShow all
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math.PR2003★ 1 cited
A central limit theorem for Gibbs measures relative to Brownian motion
Volker Betz, Herbert Spohn
We study a Gibbs measure over Brownian motion with a pair potential which depends only on the increments. Assuming a particular form of this pair potential, we establish that in th…
math.PR2003★ 51 cited
Constrained Brownian motion: Fluctuations away from circular and parabolic barriers
Patrik L. Ferrari, Herbert Spohn
Motivated by the polynuclear growth model, we consider a Brownian bridge b(t) with b(\pm T)=0 conditioned to stay above the semicircle c_T(t)=\sqrtT^2-t^2. In the limit of large T,…