Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Superdiffusivity for Brownian Motion in a Poissonian potential with long range correlation I: Lower bound on the volume exponent

Hubert Lacoin

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Abstract

We study trajectories of $d$-dimensional Brownian Motion in Poissonian potential up to the hitting time of a distant hyper-plane. Our Poissonian potential $V$ is constructed from 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 $\nu$ 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 (Ann. Probab. 26 (1998) 1000–1015, Ann. Inst. Henri Poincaré Probab. Stat. 34 (1998) 279–308): the superdiffusivity phenomenon is enhanced by the presence of correlation.

Résumé

Dans cet article, nous étudions les trajectoires d’un mouvement brownien dans $\mathbb{R}^{d}$ évoluant dans un potentiel poissonien jusqu’au temps d’atteinte d’un hyper-plan situé loin de l’origine. Le potentiel poissonien $V$ que nous considerons est construit à partir d’un champs de pièges dont les centres sont déterminés par un processus de Poisson et dont les rayons sont des variables aléatoires IID. Nous concentrons notre étude sur le cas particulier ou la loi des rayons des pièges à une queue polynomiale et nous prouvons que les trajectoires ont un caractère surdiffusif quand certaines conditions sont vérifées et nous donnons une borne inférieure pour l’exposant de volume. Les résultats sont sensiblement différents de ceux obtenus dans le cas ou les pièges sont à rayon bornés par Wühtrich (Ann. Probab. 26 (1998) 1000–1015, Ann. Inst. Henri Poincaré Probab. Stat. 34 (1998) 279–308) : le phénomène de surdiffusivité est renforcé par la présence de corrélations.

Article information

Source
Ann. Inst. H. Poincaré Probab. Statist., Volume 48, Number 4 (2012), 1010-1028.

Dates
First available in Project Euclid: 16 November 2012

Permanent link to this document
https://projecteuclid.org/euclid.aihp/1353098438

Digital Object Identifier
doi:10.1214/11-AIHP467

Mathematical Reviews number (MathSciNet)
MR3052458

Zentralblatt MATH identifier
1267.82146

Subjects
Primary: 82D60: Polymers 60K37: Processes in random environments 82B44: Disordered systems (random Ising models, random Schrödinger operators, etc.)

Keywords
Streched polymer Quenched disorder Superdiffusivity Brownian Motion Poissonian Obstacles Correlation

Citation

Lacoin, Hubert. Superdiffusivity for Brownian Motion in a Poissonian potential with long range correlation I: Lower bound on the volume exponent. Ann. Inst. H. Poincaré Probab. Statist. 48 (2012), no. 4, 1010--1028. doi:10.1214/11-AIHP467. https://projecteuclid.org/euclid.aihp/1353098438


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