An Invariance Principle to Ferrari–Spohn Diffusions

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+\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb{Z}_+}$$\end{document}. 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 in Ferrari and Spohn (Ann Probab 33(4):1302—1325, 2005) in the context of Brownian motions conditioned to stay above circular and parabolic barriers.