Superdiffusive behavior of two-dimensional Brownian motion in a Poissonian potential
Wüthrich, Mario V.
Ann. Probab., Tome 26 (1998) no. 1, p. 1000-1015 / Harvested from Project Euclid
We consider $d$-dimensional Brownian motion in a truncated Poissonian potential conditioned to reach a remote location. If Brownian motion starts at the origin and ends in an hyperplane at distance $L$ from the origin, the transverse fluctuation of the path is expected to be of order $L^{\xi}$ We are interested in a lower bound for $\xi$. We first show that $\xi \geq 1/2$ in dimensions $d \geq 2$ and then we prove superdiffusive behavior for $d = 2$, resulting in $\xi \geq 3/5$.
Publié le : 1998-07-14
Classification:  Brownian motion,  Poissonian potential,  fluctuation,  superdiffusivity,  60K35,  82D30
@article{1022855742,
     author = {W\"uthrich, Mario V.},
     title = {Superdiffusive behavior of two-dimensional Brownian motion in a
			 Poissonian potential},
     journal = {Ann. Probab.},
     volume = {26},
     number = {1},
     year = {1998},
     pages = { 1000-1015},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1022855742}
}
Wüthrich, Mario V. Superdiffusive behavior of two-dimensional Brownian motion in a
			 Poissonian potential. Ann. Probab., Tome 26 (1998) no. 1, pp.  1000-1015. http://gdmltest.u-ga.fr/item/1022855742/