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On the radius of self-repellent fractional Brownian motion (2308.10889v2)
Published 21 Aug 2023 in math.PR
Abstract: We study the radius $R_T$ of a self-repellent fractional Brownian motion $\left{BH_t\right}_{0\le t\le T}$ taking values in $\mathbb{R}d$. Our sharpest result is for $d=1$, where we find that with high probability, \begin{equation*} R_T \asymp T\nu, \quad \text{with $\nu=\frac{2}{3}\left(1+H\right)$.} \end{equation*} For $d>1$, we provide upper and lower bounds for the exponent $\nu$, but these bounds do not match.