首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Scaling identity for crossing Brownian motion in a Poissonian potential
Authors:Mario V Wüthrich
Institution:(1) Department of Mathematics, ETH Zentrum, HG G47.1, CH-8092 Zürich, Switzerland. e-mail: mwueth@math.ethz.ch, CH
Abstract: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. Received: 31 December 1997 / Revised version: 14 April 1998
Keywords:Mathematics Subject Classification (1991): 60K35  82D30
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号