Spatial Brownian motion in renormalized Poisson potential: A critical case

MaRDI QIDQ6224498zbMATH OpenFDO

Authors Xia Chen, Jan Rosiński

Publication date 29 March 2011

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Probabilistic potential theory (60J45) Brownian motion (60J65) Processes in random environments (60K37)

Abstract: Let $B_s$ be a three dimensional Brownian motion and $omega(dx)$ be an independent Poisson field on $mathbb{R}^3$. It is proved that for any $t>0$, conditionally on $omega(cdot)$, label{*} mathbb{E}_0 exp{ heta int_0^t �ar{V}(B_s) ds} < infty a.s. & ext{if} heta< 1/16, medskip = infty a.s. & ext{if} heta> 1/16, where $$ is the renormalized Poisson potential ${\displaystyle }$ �ar{V}(x)=int_{mathbb{R}^3} frac{1}{| x-y |^2} �ig[omega(dy)-dy�ig]. ${\displaystyle }$ Then the long term behavior of the quenched exponential moment eqref{*} is determined for $hetain(0,1/16)$ in the form of integral tests. This paper exhibits and builds upon the interrelation between the exponential moment eqref{*} and the celebrated Hardy's inequality ${\displaystyle }$ int_{mathbb{R}^3} frac{f^2(x)}{| x |^2} dx le 4 | abla f|_2^2, 2in f in W^{1,2}(mathbb{R}^3). ${\displaystyle }$

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