Brownian motion in a Poissonian potential

DOI10.1007/BF01192959MaRDI QIDQ1326259zbMATH OpenOpenAlexFDO

Authors Alain-Sol Sznitman

Publication date 15 August 1994

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01192959

zbMATH Keywords

Brownian motionFeynman-Kac weightPoisson cloud of constant intensity

Mathematics Subject Classification ID

Other physical applications of random processes (60K40) Statistical mechanics of random media, disordered materials (including liquid crystals and spin glasses) (82D30)

Review text

We study here a \(d\)-dimensional Brownian motion in a random potential \(V (\cdot, \omega)\) obtained as the sum of translations of a given fixed nonnegative shape function at the points of a Poisson cloud of constant intensity \(v\). We are interested in the large \(t\) behavior for typical cloud configurations, of the Brownian path in time \(t\) under the influence of the natural Feynman-Kac weight associated to \(V(\cdot,\omega)\). In particular, we show that the location at time \(t\) of the process tends to be concentrated near points of suitably ``low local eigenvalue of \(-{1 \over 2} \Delta+V (\cdot, \omega)\), which lie almost at distance \(t\) from the origin. Near these points one can find in the cloud a ``big hole or ``claring of size \(\sim \text{const} (\log t)^{1/d}\) with volume like a ball of radius \(R_ 0(d,v) (\log t)^{1/d}\).

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Cites work

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Cited in

(19)

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• Fluctuation results for Brownian motion in a Poissonian potential
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• Brownian confinement and pinning in a Poissonian potential. I
• Brownian confinement and pinning in a Poissonian potential. II
• Brownian motion in attenuated or renormalized inverse-square Poisson potential
• Almost sure asymptotic for Ornstein-Uhlenbeck processes of Poisson potential
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• Second order asymptotics for Brownian motion in a heavy tailed Poissonian potential
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• Brownian motion and parabolic Anderson model in a renormalized Poisson potential
• Long-Time Average of Field Measured by a Brownian Wanderer –The Case in 3-Dimensions–
• scientific article; zbMATH DE number 774036 (Why is no real title available?)
• scientific article; zbMATH DE number 6790598 (Why is no real title available?)
• Phase transition of the principal Dirichlet eigenvalue in a scaled Poissonian potential

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