Sub-diffusive regimes for long range self-interacting path measures
Volker Betz, Tobias Schmidt, Mark Sellke
TL;DR
The paper analyzes Brownian paths perturbed by long-range self-interactions and identifies regimes where the mean square displacement grows sub-diffusively or remains localized as time grows. It develops a robust framework based on Gaussian correlation inequalities to compare the perturbed measures with hierarchical Gaussian path measures, enabling precise upper bounds on $\mathbb{E}[|x_T|^2]$ that depend on the temporal decay exponent $\xi$ and the spatial nonlinearity exponent $\gamma$. For Gaussian spatial interactions, sub-diffusion occurs for $2<\xi<3$ while localization arises for $1<\xi<2$, with the regimes shifting by $\gamma/2$ in the general case, and a regime of logarithmic fluctuations emerges when the coupling scales slowly with $T$ (e.g., $\alpha \sim \log T$). The authors present two complementary proof strategies: (i) a recursive Gaussian confinement yielding an explicit fixed-point exponent $\frac{2}{\gamma}(\xi-2)$, and (ii) a hierarchical decomposition that achieves localization through multi-scale control of averaged increments, providing a versatile toolkit for long-range self-interacting path measures and connections to polaron-type models.
Abstract
We study Brownian motion perturbed by a long range self-interaction. We provide variance bounds in terms of the spatial interaction strength and the order of time decay.
