Superdiffusivity for Brownian motion in a Poissonian potential with long range correlation. I: Lower bound on the volume exponent

DOI10.1214/11-AIHP467MaRDI QIDQ1930653zbMATH OpenOpenAlexFDO

Authors Hubert Lacoin

Publication date 11 January 2013

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1104.1944, https://projecteuclid.org/euclid.aihp/1353098438

zbMATH Keywords

Brownian motioncorrelationhitting timePoissonian obstaclesquenched disorderrandom potentialstretched polymersuperdiffusivityvolume exponent

Mathematics Subject Classification ID

Processes in random environments (60K37) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Statistical mechanics of polymers (82D60)

Abstract: We study trajectories of d-dimensional Brownian Motion in Poissonian potential up to the hitting time of a distant hyper-plane. Our Poissonian potential V can be associated to a field of traps whose centers location is given by a Poisson Point process and whose radii are IID distributed with a common distribution that has unbounded support; it has the particularity of having long-range correlation. We focus on the case where the law of the trap radii has power-law decay and prove that superdiffusivity hold under certain condition, and get a lower bound on the volume exponent. Results differ quite much with the one that have been obtained for the model with traps of bounded radii by W"uhtrich: the superdiffusivity phenomenon is enhanced by the presence of correlation.

Review text

Typical trajectories of the Brownian motion are those killed with a homogeneous rate and conditioned to survive till hitting a distant hyperplane. They stay in a tube centered along the direction orthogonal to this hyperplane of diameter \(\sqrt{L}\), whereby \(L\) is the distance between the source of the trajectories and the hyperplane. Adding an inhomogeneous term to the killing rate makes the transversal fluctuation of the trajectories superdiffusive, e.g., of amplitude \(L^{\xi }\) for some \(\xi \in (1/2, 1)\) (\(\xi \) is called the volume exponent). The pertinent inhomogeneity stems from a random (Poissonian) potential \(V\) representing a field of traps whose center locations are given by a Poisson point process, while their radii are distributed according to a common (heavy-tailed) distribution of an unbounded support. The presence of long-range spatial correlations is a crucial difference when compared with Poissonian models studied so far, c.f. a summary of that topic in [\textit{A. S. Sznitman}, Brownian motion, obstacles and random media. Berlin: Springer (1998; Zbl 0973.60003)]. The present analysis is focused on identifying a lower bound for the volume exponent \(\xi \).

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Cited in

(5)

• Superdiffusive behavior of two-dimensional Brownian motion in a Poissonian potential
• Superdiffusivity for Brownian motion in a Poissonian potential with long range correlation. II: Upper bound on the volume exponent
• Large deviations for Brownian motion in a random potential
• Localization of a one-dimensional simple random walk among power-law renewal obstacles
• Coincidence of critical points for directed polymers for general environments and random walks

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