Scaling identity for crossing Brownian motion in a Poissonian potential

被引：0

作者：

Mario V. Wüthrich

机构：

[1] Department of Mathematics,

[2] ETH Zentrum,undefined

[3] HG G47.1,undefined

[4] CH-8092 Zürich,undefined

[5] Switzerland. e-mail: mwueth@math.ethz.ch,undefined

来源：

Probability Theory and Related Fields | 1998年 / 112卷

关键词：

Mathematics Subject Classification (1991): 60K35; 82D30;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

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.

引用

页码：299 / 319

页数：20

共 50 条

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