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 = {}, pages = {no. 1, 1-19}, issn = {1083-6489}, doi = {10.1214/EJP.v19-2894}, url = {http://ejp.ejpecp.org/article/view/2894}}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.