Cet article est la seconde partie d’une étude sur les trajectoires Brownienne dans un champs de pièges mous dont le rayon est aléatoire et a une distribution non-bornée. Nous montrons que l’exposant de volume (qui est l’exposant associé aux fluctuations transversales des trajectoires) est strictement inférieur à et nous donnons une borne supérieure explicite qui dépend des paramètres du problème, et ceci aussi bien pour le modèle dans la configuration point-à-point que pour celui dans la configuration point à plan. Dans certains cas particulier, cette borne supérieure coïncide avec la borne inférieure démontrée dans la première partie de cette étude, ce qui nous permets d’identifier la valeur de l’exposant de volume.
This paper continues a study on trajectories of Brownian Motion in a field of soft trap whose radius distribution is unbounded. We show here that for both point-to-point and point-to-plane model the volume exponent (the exponent associated to transversal fluctuation of the trajectories) is strictly less than and give an explicit upper bound that depends on the parameters of the problem. In some specific cases, this upper bound matches the lower bound proved in the first part of this work and we get the exact value of the volume exponent.
@article{AIHPB_2012__48_4_1029_0, author = {Lacoin, Hubert}, title = {Superdiffusivity for brownian motion in a poissonian potential with long range correlation II: Upper bound on the volume exponent}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, volume = {48}, year = {2012}, pages = {1029-1048}, doi = {10.1214/11-AIHP457}, mrnumber = {3052457}, zbl = {1267.82147}, language = {en}, url = {http://dml.mathdoc.fr/item/AIHPB_2012__48_4_1029_0} }
Lacoin, Hubert. Superdiffusivity for brownian motion in a poissonian potential with long range correlation II: Upper bound on the volume exponent. Annales de l'I.H.P. Probabilités et statistiques, Tome 48 (2012) pp. 1029-1048. doi : 10.1214/11-AIHP457. http://gdmltest.u-ga.fr/item/AIHPB_2012__48_4_1029_0/
[1] Fluctuation exponent of the KPZ/stochastic Burgers equation. J. Amer. Math. Soc. 24 (2011) 683-708. | MR 2784327 | Zbl 1227.60083
, and .[2] Transversal fluctuation for increasing subsequences on the plane. Probab. Theory Related Fields 116 (2000) 445-456. | MR 1757595 | Zbl 0960.60097
.[3] On the speed of convergence in first-passage percolation. Ann. Appl. Probab. 3 (1993) 296-338. | MR 1221154 | Zbl 0783.60103
.[4] Influence of spatial correlation for directed polymers. Ann. Probab. 39 (2011) 139-175. | MR 2778799 | Zbl 1208.82084
.[5] Superdiffusivity for Brownian motion in a Poissonian potential with long range correlation I: Lower bound on the volume exponent. Ann. Inst. Henri Poincaré Probab. Stat. 48 (2012) 1010-1028. | Numdam | MR 3052458 | Zbl 1267.82146
.[6] Upper bound of a volume exponent for directed polymers in a random environment. Ann. Inst. Henri Poincaré Probab. Stat. 40 (2004) 299-308. | Numdam | MR 2060455 | Zbl 1041.60079
.[7] Scaling for a one-dimensional directed polymer with boundary conditions. Ann. Probab. 40 (2012) 19-73. | MR 2917766 | Zbl 1254.60098
.[8] Shape theorem, Lyapounov exponents and large deviation for Brownian motion in Poissonian potential. Comm. Pure Appl. Math. 47 (1994) 1655-1688. | MR 1303223 | Zbl 0814.60022
.[9] Distance fluctuations and Lyapounov exponents. Ann. Probab. 24 (1996) 1507-1530. | MR 1411504 | Zbl 0871.60088
.[10] Brownian Motion, Obstacles and Random Media. Springer Monographs in Mathematics. Springer, Berlin, 1998. | MR 1717054 | Zbl 0815.60077
.[11] Superdiffusive behavior of two-dimensional Brownian motion in a Poissonian potential. Ann. Probab. 26 (1998) 1000-1015. | MR 1634412 | Zbl 0935.60099
.[12] Fluctuation results for Brownian motion in a Poissonian potential. Ann. Inst. Henri Poincaré Probab. Stat. 34 (1998) 279-308. | Numdam | MR 1625875 | Zbl 0909.60073
.