Bessel coupling conjecture for the local behavior at the Brownian maximum
Bessel coupling conjecture for the local behavior at the Brownian maximum
Condition on , the location of the maximum of the process , and set . For , define the one-sided comparison processes and write . Let be the relevant Brownian-motion-with-parabolic-drift process, and let be a two-sided three-dimensional Bessel process.
Bessel coupling conjecture. There exists a coupling of and such that almost surely there are and for which, for every and every ,
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.
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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).
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