An invariance principle for Brownian motion in random scenery
@article{EJP2894,
author = {Yu Gu and Guillaume Bal},
title = {An invariance principle for Brownian motion in random scenery},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {19},
year = {2014},
keywords = {weak convergence, random media, central limit theorem},
abstract = {We prove an invariance principle for Brownian motion in Gaussian or Poissonian random scenery by the method of characteristic functions. Annealed asymptotic limits are derived in all dimensions, with a focus on the case of dimension $d=2$, which is the main new contribution of the paper.
},
pages = {no. 1, 1-19},
issn = {1083-6489},
doi = {10.1214/EJP.v19-2894},
url = {http://ejp.ejpecp.org/article/view/2894}}