In the infinite-dimensional limit the elastic polymer free energy is given explicitly by the law of the inner product of two independent paths; the model is diffusive for short-range or weak correlations and superdiffusive for strong long-range correlations, with the transition coinciding exactly to
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Extends Tweedie's formulae to GBM, BESQ, and CIR processes to enable non-Gaussian diffusion generative models and empirical Bayes applications.
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Wandering Exponents and the Free Energy of the High-Dimensional Elastic Polymer
In the infinite-dimensional limit the elastic polymer free energy is given explicitly by the law of the inner product of two independent paths; the model is diffusive for short-range or weak correlations and superdiffusive for strong long-range correlations, with the transition coinciding exactly to
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Tweedie's Formulae and Diffusion Generative Models Beyond Gaussian
Extends Tweedie's formulae to GBM, BESQ, and CIR processes to enable non-Gaussian diffusion generative models and empirical Bayes applications.