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Brownian motion in a Poissonian potential
Authors:Alain-Sol Sznitman
Institution:(1) Department Mathematik, ETH-Zentrum, CH-8092 Zürich, Switzerland
Abstract:We study here ad-dimensional Brownian motion in a random potentialV(·, ohgr) obtained as the sum of translations of a given fixed non negative shape function at the points of a Poisson cloud of constant intensityv. We are interested in the larget behavior for typical cloud configurations, of the Brownian path in timet under the influence of the natural Feynman-Kac weight associated toV(·, ohgr). In particular, we show that the location at timet of the process tends to be concentrated near points of suitably ldquolow local eigenvaluerdquo of –1/2Delta+V(·,ohgr), which lie almost at distancet from the origin. Near these points one can find in the cloud a ldquobig holerdquo or ldquoclearingrdquo of size ap const(logt)1/d with volume like a ball of radiusR 0(d, v)(logt)1/d .
Keywords:60K40  82D30
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