Bessel coupling conjecture for the local behavior at the Brownian maximum

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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−1R−+R+1R+R=R^-\mathbb{1}_{\mathbb{R}^-}+R^+\mathbb{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 n1∈Nn_1\in\mathbb{N} for which, for every n≥n1n\geq n_1 and every ∣u∣<δ1|u|<\delta_1,

n1/9Run−2/9=n1/9(Ys∗−Ys∗+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.

References

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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