Crossing Velocities and Random Lattice Animals
Sznitman, Alain-Sol
Ann. Probab., Tome 23 (1995) no. 3, p. 1006-1023 / Harvested from Project Euclid
We consider a Brownian motion in a Poissonian potential conditioned to reach a remote location. We show that for typical configurations the expectation of the time $H$ to reach this goal grows at most linearly in the distance from the goal to the origin. In spite of the fact that $H$ has no finite exponential moment, we derive three exponential estimates, one of which concerns the size of a natural lattice animal attached to the trajectory of the process up to the goal.
Publié le : 1995-07-14
Classification:  Conditioned Brownian motion,  Poissonian potential,  crossing times,  exponential estimates,  60K35,  82D30
@article{1176988172,
     author = {Sznitman, Alain-Sol},
     title = {Crossing Velocities and Random Lattice Animals},
     journal = {Ann. Probab.},
     volume = {23},
     number = {3},
     year = {1995},
     pages = { 1006-1023},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176988172}
}
Sznitman, Alain-Sol. Crossing Velocities and Random Lattice Animals. Ann. Probab., Tome 23 (1995) no. 3, pp.  1006-1023. http://gdmltest.u-ga.fr/item/1176988172/