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arxiv: 1207.6483 · v1 · pith:LOIYN3U5new · submitted 2012-07-27 · 🧮 math.PR

Quenched asymptotics for Brownian motion of renormalized Poisson potential and for the related parabolic Anderson models

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keywords brownianmathbbmodelsmotionpoissonandersonasymptoticsomega
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Let $B_s$ be a $d$-dimensional Brownian motion and $\omega(dx)$ be an independent Poisson field on $\mathbb{R}^d$. The almost sure asymptotics for the logarithmic moment generating function [\log\math bb{E}_0\exp\biggl{\pm\theta\int_0^t\bar{V}(B_s) ds\biggr}\qquad (t\to\infty)] are investigated in connection with the renormalized Poisson potential of the form [\bar{V}(x)=\int_{\mathbb{R}^d}{\frac{1}{|y-x|^p}}[\omega(dy)-dy],\qquad x\in\mathbb{R}^d.] The investigation is motivated by some practical problems arising from the models of Brownian motion in random media and from the parabolic Anderson models.

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