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Article Dans Une Revue Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques Année : 2012

Volume exponent for Brownian Motion in a Poissonian Potential with long range correlation I: The Lower bound

Résumé

We study trajectories of d-dimensional Brownian Motion in Poissonian potential up to the hitting time of a distant hyper-plane. Our Poissonian potential V can be associated to a field of traps whose centers location is given by a Poisson Point process and whose radii are IID distributed with a common distribution that has unbounded support; it has the particularity of having long-range correlation. We focus on the case where the law of the trap radii has power-law decay and prove that superdiffusivity hold under certain condition, and get a lower bound on the volume exponent. Results differ quite much with the one that have been obtained for the model with traps of bounded radii by Wühtrich: the superdiffusivity phenomenon is enhanced by the presence of correlation.

Dates et versions

hal-00589047 , version 1 (27-04-2011)

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Hubert Lacoin. Volume exponent for Brownian Motion in a Poissonian Potential with long range correlation I: The Lower bound. Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2012, pp.1010-1028. ⟨hal-00589047⟩
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