Brownian asymptotics in a Poissonian environment (Q1326318)

From MaRDI portal





scientific article; zbMATH DE number 569052
Language Label Description Also known as
default for all languages
No label defined
    English
    Brownian asymptotics in a Poissonian environment
    scientific article; zbMATH DE number 569052

      Statements

      Brownian asymptotics in a Poissonian environment (English)
      0 references
      0 references
      14 July 1994
      0 references
      We consider a Brownian motion moving in a random potential obtained by translating a given fixed nonnegative shape function at the points of a Poisson cloud. We derive the almost sure principal long time behavior of the expectation of the natural Feynman-Kac functional, which is insensitive to the detail of the shape function. We also study the situation of hard obstacles where Brownian motion is killed once it comes within distance \(a\) of a point of the cloud. The nature of the results then changes between the case when \(a\) is small or large in connection with the presence, or absence of an infinite component in the complement of the obstacles.
      0 references
      Brownian motion
      0 references
      random potential
      0 references
      points of a Poisson cloud
      0 references
      Feynman-Kac functional
      0 references

      Identifiers