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The subcritical phase for a homopolymer model
Iddo Ben-Ari, Hugo Panzo · 2018-03-26 · via math.PR updates on arXiv.org

We study a model of continuous-time nearest-neighbor random walk on $\mathbb{Z}^d$ penalized by its occupation time at the origin, also known as a homopolymer. For a fixed real parameter $β$ and time $t>0$, we consider the probability measure on paths of the random walk starting from the origin whose Radon-Nikodym derivative is proportional to the exponent of the product $β$ times the occupation time at the origin up to time $t$. The case $β>0$ was studied previously by Cranston and Molchanov arXiv:1508.06915. We consider the case $β<0$, which is intrinsically different only when the underlying walk is recurrent, that is $d=1,2$. Our main result is a scaling limit for the distribution of the homopolymer on the time interval $[0,t]$, as $t\to\infty$, a result that coincides with the scaling limit for penalized Brownian motion due to Roynette and Yor. In two dimensions, the penalizing effect is asymptotically diminished, and the homopolymer scales to standard Brownian motion. Our approach is based on potential analytic and martingale approximation for the model. We also apply our main result to recover a scaling limit for a wetting model. We study the model through analysis of resolvents.