Refined approximation conjecture for the rescaled momentum

Assume that V(x)V(x) is continuously differentiable and that the initial distribution bcbc has finite moments in momentum, d7d9R2pmdμ(x,p)<d7d9_{{\mathbb R}^{2}} |p|^{m}\,d\mu(x,p)<\infty for m1m\geq 1. Let p\mathfrak{p} be the limiting momentum process, let l\mathfrak{l} be its local time at zero, let B\mathbf{B} be a Brownian motion independent of p\mathfrak{p}, and let κ>0\kappa>0 be the constant from Theorem~. For bounded smooth F:C([0,T])CF:C([0,T])\to\mathbb{C}, define

pt,λ=pt+κλ14(Blr120te12(tr)Blrdr).\mathfrak{p}_{t,\lambda}=\mathfrak{p}_{t}+\sqrt{\kappa}\lambda^{\frac14}\left(\mathbf{B}_{\mathfrak{l}_{r}}-\frac12\int_0^t e^{-\frac12(t-r)}\mathbf{B}_{\mathfrak{l}_{r}}\,dr\right).

Refined approximation conjecture. The law of λ12P/λ\lambda^{\frac12}P_{\cdot/\lambda} satisfies

E[F(λ12P/λ)]=E[F(p,λ)]+O(λ12)\mathbb{E}\left[F\left(\lambda^{\frac12}P_{\cdot/\lambda}\right)\right]=\mathbb{E}\left[F\left(\mathfrak{p}_{\cdot,\lambda}\right)\right]+O\left(\lambda^{\frac12}\right)

as λ0\lambda\to0. Replacing pt,λ\mathfrak{p}_{t,\lambda} by pt,0=pt\mathfrak{p}_{t,0}=\mathfrak{p}_t gives an error that can be at best O(λ14)O(\lambda^{\frac14}). The theorem preceding this conjecture establishes the leading-order convergence to (pt,κBlt)(\mathfrak{p}_t,\sqrt{\kappa}\mathbf{B}_{\mathfrak{l}_t}); this conjecture proposes the first perturbative correction from the periodic forcing and a sharper O(λ1/2)O(\lambda^{1/2}) approximation for bounded smooth functionals.

Sources & referencesView supporting material

Primary source

Jeremy Clark, “A limit theorem to a time-fractional diffusion”, arXiv:1110.0710 (2013).

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