학과 세미나 및 콜로퀴엄

구분 학과 세미나/콜로퀴엄
분류 확률론
제목 A Central Limit Theorem for Two Regularizations of Three-Dimensional Brownian Self-Intersection Local Time
Abstract Let $B$ be a three-dimensional Brownian motion. We compare two regularizations of its self-intersection local time: a temporal cutoff excluding pairs of times separated by less than $\varepsilon$, and a spatial regularization obtained by replacing the Dirac mass with the heat kernel $p_\varepsilon$. We prove that the difference between these regularizations converges to a non-degenerate centered Gaussian random variable as $\varepsilon\to 0$, with convergence of the corresponding variances. The limiting variance is identified by an explicit $L^2$-calculation. We also briefly discuss how the comparison of regularization schemes arises naturally in the analysis of the three-dimensional Edwards model.
일시 2026-11-19 (Thu) / 15:00 ~ 16:00 ** 날짜에 유의하세요. **
장소 E6 1401 (최석정강의실)
강연언어 미정
강연자성명 Makoto Nakashima
강연자소속 Nagoya University
강연자홈페이지
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연락처 ksnam90@gmail.com