The Geometry of Gaussian Random Curves

2025/08/22 by Wang, Qingsong, Dorogovtsev, A. A., Hlyniana, K. V. +1
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2508.16283

Abstract

In this paper, we investigate some geometric properties of non-smooth random curves within a stochastic flow. We consider a polygonal line Γ(u₁,⋯,u_n), which connects the points \(u₁,⋯,u_n∈ℝ^d\) and is inscribed in a Brownian trajectory. Subsequently, we estimate the probability that a polygonal line is almost inscribed in a Brownian trajectory. Next, we turn to the study of the self-intersection local time of Brownian motion and demonstrate the asymptotic result of its conditional expectation as the size of the polygonal line increases. Finally, taking such a Brownian trajectory as the initial curve, we let it evolve according to the solution of the equation with interaction. Then, we prove that its visitation density exhibits an intermittency phenomenon.

Citations

• Moment estimates for some renormalized parabolic Anderson models
• Self-intersection local times of random fields in stochastic flows
• Sample path properties of the stochastic flows

Related

• The Brownian Conga Line
• Self-intersection local times of random fields in stochastic flows
• Brownian geometry
• Stochastic Curve Shortening Flow with Scale-Dependent Noise
• Decorated Random Walk Restricted to Stay Below a Curve (Supplement Material)