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SUMMARY:Probability seminar: Jonathon Peterson
DTSTART;TZID=Europe/London:20260601T140000
DTEND;TZID=Europe/London:20260601T150000
DTSTAMP:20260525T001033Z
UID:c37edfbe-6c3a-f111-88b4-7ced8d9a5614
CREATED:20260417T145024Z
DESCRIPTION:Title: Limit Theorems for self-interacting random walks: a Ray
 -Knight approach\n\nAbstract: A Ray-Knight theorem is a description of the
  local time profile of a stochastic process when stopped at some inverse l
 ocal time. Since a Ray-Knight theorem contains a lot of information about 
 the underlying process\, and since a number of results have been obtained 
 for self-interacting random walk models by proving Ray-Knight theorems for
  the walk\, one naturally wonders if a Ray-Knight theorem can be used dire
 ctly to deduce the scaling limit of the walk. Somewhat surprisingly\, a re
 cent result of myself with Kosygina and Mountford shows that this is not t
 he case.\nIn this talk\, I will show that while Ray-Knight theorems are no
 t sufficient for proving scaling limits\, one can obtain a functional limi
 t for the walk through what we call joint Ray-Knight theorems. As an appli
 cation of our main result we prove scaling limits for the “true” self-
 avoiding walk and the polynomially self-repelling motion. The “true” s
 elf-avoiding walk converges to a process called the “true” self-repell
 ing motion\, confirming a conjecture of Toth and Werner\, while the scalin
 g limit of the polynomially self-repelling random walk appears to be a new
  stochastic process. This is based on joint work with Elena Kosygina\, Lau
 re Mareche\, and Tom Mountford.
LAST-MODIFIED:20260523T090244Z
LOCATION:Mathematical Institute - L5\, L5 Mathematical Institute Woodstock
  Road Oxford Oxfordshire OX2 6GG United Kingdom
SPEAKER:Jonathon Peterson (Purdue University)
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