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An invariance principle for Brownian motion in random scenery


 
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1. Title Title of document An invariance principle for Brownian motion in random scenery
 
2. Creator Author's name, affiliation, country Yu Gu; Columbia University; United States
 
2. Creator Author's name, affiliation, country Guillaume Bal; Columbia University; United States
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) weak convergence, random media, central limit theorem
 
3. Subject Subject classification 60J65;60F17;60F05
 
4. Description 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.

 
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7. Date (YYYY-MM-DD) 2014-01-02
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/2894
 
10. Identifier Digital Object Identifier 10.1214/EJP.v19-2894
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 19
 
12. Language English=en en
 
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