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Article Dans Une Revue Communications in Mathematical Physics Année : 2015

An invariance principle to Ferrari-Spohn diffusions

Résumé

We prove an invariance principle for a class of tilted (1+1)-dimensional SOS models or, equivalently, for a class of tilted random walk bridges in Z_+. The limiting objects are stationary reversible ergodic diffusions with drifts given by the logarithmic derivatives of the ground states of associated singular Sturm-Liouville operators. In the case of a linear area tilt, we recover the Ferrari-Spohn diffusion with log-Airy drift, which was derived by Ferrari and Spohn in the context of Brownian motions conditioned to stay above circular and parabolic barriers.

Dates et versions

hal-01255370 , version 1 (13-01-2016)

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Dmitry Ioffe, Senya Shlosman, Yvan Velenik. An invariance principle to Ferrari-Spohn diffusions. Communications in Mathematical Physics, 2015, 336 (2), pp.905-932. ⟨10.1007/s00220-014-2277-5⟩. ⟨hal-01255370⟩
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