No label defined (Q4952336)

Let \(B= (B_t)_{t\geq 0}\) be a \(d\)-dimensional Brownian motion starting from \(0\). The authors are interested in the asymptotic behaviour of some additive functionals of \(B\), in particular \(\int^t_0 f(B_s) ds\) and \(\int^t_0 ds \int^s_0 f(B_s- B_u) du\), where \(f:\mathbb{R}^d\to \mathbb{R}\) is a locally integrable function. The latter integral appears naturally in some polymer models studied by R. T. Durrett and L. C. G. Rogers. A summary is given of the important amount of limit theorems for such functionals and for some polymer models, which were especially obtained in the period 1980-1995. Even if of expository nature, the present paper also contains a few new results and a general principle allowing to pass from convergence of finite-dimensional distributions to convergence in probability (see Subsection 4.5). For the entire collection see [Zbl 0933.00038].