Annealed Brownian motion in a heavy tailed Poissonian potential

Citation
Fukushima, Ryoki, Annealed Brownian motion in a heavy tailed Poissonian potential, Annals of probability , 41(5), 2013, pp. 3462-3493
Journal title
ISSN journal
00911798
Volume
41
Issue
5
Year of publication
2013
Pages
3462 - 3493
Database
ACNP
SICI code
Abstract
Consider a d-dimensional Brownian motion in a random potential defined by attaching a nonnegative and polynomially decaying potential around Poisson points. We introduce a repulsive interaction between the Brownian path and the Poisson points by weighting the measure by the Feynman.Kac functional. We show that under the weighted measure, the Brownian motion tends to localize around the origin. We also determine the scaling limit of the path and also the limit shape of the random potential.