3 papers
math.PR2002
Large deviations for the one-dimensional Edwards model
R. van der Hofstad, F. den Hollander, W. Koenig
In this paper we prove a large deviation principle for the empirical drift of a one-dimensional Brownian motion with self-repellence called the Edwards model. Our results extend ea…
math.PR2002
Weak-interaction limits for one-dimensional random polymers
R. van der Hofstad, F. den Hollander, W. Koenig
In this paper we present a new and flexible method to show that, in one dimension, various self-repellent random walks converge to self-repellent Brownian motion in the limit of we…
math.PR2001
Moderate deviations for the volume of the Wiener sausage
Michiel van den Berg, Erwin Bolthausen, Frank den Hollander
For a>0,let W^a(t) be the a-neighbourhood of standard Brownian motion in R^d starting at 0 and observed until time t.It is well-known that E|W^a(t)|~kappa_a t (t->infty) for d >= 3…