TY - JOUR
T1 - Annealed survival asymptotics for Brownian motion in a scaled Poissonian potential
AU - Merkl, F.
AU - Wüthrich, M.V.
PY - 2001
Y1 - 2001
N2 - We consider d-dimensional Brownian motion evolving in a scaled Poissonian potential ß-2(t)V, where ß>0 is a constant, is the scaling function which typically tends to infinity, and V is obtained by translating a fixed non-negative compactly supported shape function to all the particles of a d-dimensional Poissonian point process. We are interested in the large t behavior of the annealed partition sum of Brownian motion up to time t under the influence of the natural Feynman–Kac weight associated to ß-2(t)V. We prove that for d2 there is a critical scale and a critical constant ßc(d)>0 such that the annealed partition sum undergoes a phase transition if ß crosses ßc(d). In d=1 this picture does not hold true, which can formally be interpreted that on the critical scale we have ßc(1)=0.
AB - We consider d-dimensional Brownian motion evolving in a scaled Poissonian potential ß-2(t)V, where ß>0 is a constant, is the scaling function which typically tends to infinity, and V is obtained by translating a fixed non-negative compactly supported shape function to all the particles of a d-dimensional Poissonian point process. We are interested in the large t behavior of the annealed partition sum of Brownian motion up to time t under the influence of the natural Feynman–Kac weight associated to ß-2(t)V. We prove that for d2 there is a critical scale and a critical constant ßc(d)>0 such that the annealed partition sum undergoes a phase transition if ß crosses ßc(d). In d=1 this picture does not hold true, which can formally be interpreted that on the critical scale we have ßc(1)=0.
U2 - 10.1016/S0304-4149(01)00117-X
DO - 10.1016/S0304-4149(01)00117-X
M3 - Article
SN - 0304-4149
VL - 96
SP - 191
EP - 211
JO - Stochastic Processes and their Applications
JF - Stochastic Processes and their Applications
IS - 2
ER -