Central Limit Theorem Forthe

نویسندگان

  • R. van der Hofstad
  • F. den Hollander
چکیده

The Edwards model in one dimension is a transformed path measure for standard Brownian motion discouraging self-intersections. We prove a central limit theorem for the endpoint of the path, extending a law of large numbers proved by Westwater (1984). The scaled variance is characterized in terms of the largest eigenvalue of a one-parameter family of diierential operators, introduced and analyzed in van der Hofstad and den Hollander (1995). Interestingly, the scaled variance turns out to be independent of the strength of self-repellence and to be strictly smaller than one (the value for free Brownian motion).

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تاریخ انتشار 1996