Crossing Velocities and Random Lattice Animals
We consider a Brownian motion in a Poissonian potential conditioned to reach a remote location. We show that for typical configurations the expectation of the time $H$ to reach this goal grows at most linearly in the distance from the goal to the origin. In spite of the fact that $H$ has no finite exponential moment, we derive three exponential estimates, one of which concerns the size of a natural lattice animal attached to the trajectory of the process up to the goal.
Permanent link to this document: http://projecteuclid.org/euclid.aop/1176988172
Digital Object Identifier: doi:10.1214/aop/1176988172
Mathematical Reviews number (MathSciNet): MR1349160
Zentralblatt MATH identifier: 0926.60083