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Scaling limit of stretched Brownian chains. / Лифшиц, Михаил Анатольевич; Aurzada, Frank; Betz, Volker.

In: Journal of Physics A: Mathematical and Theoretical, Vol. 56, No. 43, 435006, 09.10.2023.

Research output: Contribution to journal › Article › peer-review

Harvard

Лифшиц, МА, Aurzada, F & Betz, V 2023, 'Scaling limit of stretched Brownian chains', Journal of Physics A: Mathematical and Theoretical, vol. 56, no. 43, 435006. https://doi.org/10.1088/1751-8121/acfd6d

APA

Лифшиц, М. А., Aurzada, F., & Betz, V. (2023). Scaling limit of stretched Brownian chains. Journal of Physics A: Mathematical and Theoretical, 56(43), [435006]. https://doi.org/10.1088/1751-8121/acfd6d

Vancouver

Лифшиц МА, Aurzada F, Betz V. Scaling limit of stretched Brownian chains. Journal of Physics A: Mathematical and Theoretical. 2023 Oct 9;56(43). 435006. https://doi.org/10.1088/1751-8121/acfd6d

Author

Лифшиц, Михаил Анатольевич ; Aurzada, Frank ; Betz, Volker. / Scaling limit of stretched Brownian chains. In: Journal of Physics A: Mathematical and Theoretical. 2023 ; Vol. 56, No. 43.

BibTeX

@article{786dbc0007b94027ac890a56e4c51ef0,
title = "Scaling limit of stretched Brownian chains",
abstract = "We show that a properly scaled stretched long Brownian chain converges to a two-parametric stochastic process, given by the sum of an explicit deterministic continuous function and the solution of the stochastic heat equation with zero boundary conditions.",
keywords = "Gaussian process, Ornstein-Uhlenbeck process, interacting particle system, stochastic heat equation",
author = "Лифшиц, {Михаил Анатольевич} and Frank Aurzada and Volker Betz",
year = "2023",
month = oct,
day = "9",
doi = "10.1088/1751-8121/acfd6d",
language = "English",
volume = "56",
journal = "Journal of Physics A: Mathematical and Theoretical",
issn = "1751-8113",
publisher = "IOP Publishing Ltd.",
number = "43",

}

RIS

TY - JOUR

T1 - Scaling limit of stretched Brownian chains

AU - Лифшиц, Михаил Анатольевич

AU - Aurzada, Frank

AU - Betz, Volker

PY - 2023/10/9

Y1 - 2023/10/9

N2 - We show that a properly scaled stretched long Brownian chain converges to a two-parametric stochastic process, given by the sum of an explicit deterministic continuous function and the solution of the stochastic heat equation with zero boundary conditions.

AB - We show that a properly scaled stretched long Brownian chain converges to a two-parametric stochastic process, given by the sum of an explicit deterministic continuous function and the solution of the stochastic heat equation with zero boundary conditions.

KW - Gaussian process

KW - Ornstein-Uhlenbeck process

KW - interacting particle system

KW - stochastic heat equation

UR - https://www.mendeley.com/catalogue/ba44612d-01e3-3d48-bfbf-353e8ee47460/

U2 - 10.1088/1751-8121/acfd6d

DO - 10.1088/1751-8121/acfd6d

M3 - Article

VL - 56

JO - Journal of Physics A: Mathematical and Theoretical

JF - Journal of Physics A: Mathematical and Theoretical

SN - 1751-8113

IS - 43

M1 - 435006

ER -

ID: 115365528