An invariance principle to Ferrari-Spohn diffusions
classification
🧮 math.PR
math-phmath.MP
keywords
classdiffusionsferrari-spohninvarianceprincipletiltedabovearea
read the original abstract
We prove an invariance principle for a class of tilted (1+1)-dimensional SOS models or, equivalently, for a class of tilted random walk bridges in Z_+. The limiting objects are stationary reversible ergodic diffusions with drifts given by the logarithmic derivatives of the ground states of associated singular Sturm-Liouville operators. In the case of a linear area tilt, we recover the Ferrari-Spohn diffusion with log-Airy drift, which was derived by Ferrari and Spohn in the context of Brownian motions conditioned to stay above circular and parabolic barriers.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.