An invariance principle for Brownian motion in random scenery

DOI10.1214/EJP.V19-2894MaRDI QIDQ2637745zbMATH OpenOpenAlexFDO

Authors Yu Gu, Guillaume Bal

Publication date 14 February 2014

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1306.6386

zbMATH Keywords

central limit theoremweak convergencerandom media

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17) Processes in random environments (60K37)

Abstract: We prove an invariance principle for Brownian motion in Gaussian or Poissonian random scenery by the method of characteristic functions. Annealed asymptotic limits are derived in all dimensions, with a focus on the case of dimension $d=2$, which is the main new contribution of the paper.

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Cited in

(6)

• Homogenization of parabolic equations with large time-dependent random potential
• A Limit Theorem for Brownian Motion in a Random Scenery
• An invariance principle related to a process which generalizes the \(N\)-dimensional Brownian motion
• On pathwise projective invariance of Brownian motion. I
• Invariance principle for a Brownian motion with large drift in a white noise environment
• Fluctuations of parabolic equations with large random potentials

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