Polymer Measure: Varadhan's Renormalization Revisited

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.

arXiv comment5 pages

Cited by in corpus (3)

• Chaos Decomposition and Gap Renormalization of Brownian Self-Intersection Local Times
• The Edwards Model for fBm Loops and Starbursts
• The spans in Brownian motion