Bessel coupling conjecture for the local behavior at the Brownian maximum

From papers

Condition on s>0s_*>0, the location of the maximum of the process YY, and set α=2ch,βs\alpha=2c_{h,\beta}s_*. For s>0s>0, define the one-sided comparison processes Rs±=Bs±αsR_s^\pm=B_s\pm\alpha s and write R=R\mathbbm1R+R+\mathbbm1R+R=R^-\mathbbm{1}_{\mathbb{R}^-}+R^+\mathbbm{1}_{\mathbb{R}^+}. Let YY be the relevant Brownian-motion-with-parabolic-drift process, and let B~\widetilde{\mathbf{B}} be a two-sided three-dimensional Bessel process.

Bessel coupling conjecture. There exists a coupling of (R,Y)(R,Y) and B~\widetilde{\mathbf{B}} such that almost surely there are δ1>0\delta_1>0 and n1Nn_1\in\mathbb{N} for which, for every nn1n\geq n_1 and every u<δ1|u|<\delta_1,

n1/9Run2/9=n1/9(YsYs+u/n2/9)=B~u.n^{1/9}R_{un^{-2/9}}=n^{1/9}\left(Y_{s_*}-Y_{s_*+u/n^{2/9}}\right)=\widetilde{\mathbf{B}}_u.

The conjecture is motivated by the fact that Brownian motion with drift conditioned to remain positive converges to a three-dimensional Bessel process. Establishing this exact local coupling would provide the almost-sure control needed for the finer local-limit analysis of the simplified polymer model.

Progress summary

Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.

Sources & referencesView supporting material

Primary source

Nicolas Bouchot, “Scaling limit of a one-dimensional polymer in a repulsive i.i.d. environment”, arXiv:2305.07727 (2024).

Solutions 0

No solutions have been posted yet.