paper

Polymer Measure: Varadhan's Renormalization Revisited

arXiv:1405.7150 · doi:10.1142/S0129055X15500099

Abstract

Through chaos decomposition we improve the Varadhan estimate for the rate of convergence of the centered approximate self-intersection local time of planar Brownian motion.

5 pages

Polymer Measure: Varadhan's Renormalization Revisited · wovepaper