Scaling identity for crossing Brownian motion in a Poissonian potential

We consider d-dimensional Brownian motion in a truncated Poissonian potential (d≥ 2). If Brownian motion starts at the origin and ends in the closed ball with center y and radius 1, then the transverse fluctuation of the path is expected to be of order |y|ξ, whereas the distance fluctuation is of or...

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Veröffentlicht in:Probability theory and related fields 1998-11, Vol.112 (3), p.299-319
1. Verfasser: WÜTHRICH, M. V
Format: Artikel
Sprache:eng
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Zusammenfassung:We consider d-dimensional Brownian motion in a truncated Poissonian potential (d≥ 2). If Brownian motion starts at the origin and ends in the closed ball with center y and radius 1, then the transverse fluctuation of the path is expected to be of order |y|ξ, whereas the distance fluctuation is of order |y|χ. Physics literature tells us that ξ and χ should satisfy a scaling identity 2ξ− 1 = χ. We give here rigorous results for this conjecture.
ISSN:0178-8051
1432-2064
DOI:10.1007/s004400050192