2012/09/30 by Alain-Sol Sznitman, Alain‐Sol Sznitman · 37 citations
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Brownian motion #Financial Risk and Volatility Modeling #Geometry #Intensity (physics) #Isomorphism (crystallography) #Limit (mathematics) #Mathematical analysis #Mathematics #Physics #Product (mathematics) #Quantum mechanics #Scaling #Scaling limit #Statistics #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #math-ph #math.MP #math.PR #msc:60F05 #msc:60G60 #msc:60J27 #msc:60J65
paper · pdf · doi:10.1007/s00574-013-0025-7
published in Bulletin of the Brazilian Mathematical Society New Series 44(4), 555-592 (Springer Science+Business Media) · 28 pages, typos corrected, appeared in the special issue of the Bulletin of the Brazilian Mathematical Society-IMPA 60 years
openalex publication_date 2013/12/01 · arxiv created 2014/02/19 · arxiv updated 2014/02/20 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/05
We consider continuous time interlacements on Zd, with d bigger or equal to 3, and investigate the scaling limit of their occupation times. In a suitable regime, referred to as the constant intensity regime, this brings Brownian interlacements on Rd into play, whereas in the high intensity regime the Gaussian free field shows up instead. We also investigate the scaling limit of the isomorphism theorem of arXiv:1111.4818. As a by-product, when d=3, we obtain an isomorphism theorem for Brownian interlacements.