Shape theorem, lyapounov exponents, and large deviations for brownian motion in a poissonian potential
Alain‐Sol Sznitman
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Source: Crossref
Published: Dec 1, 1994
DOI: 10.1002/cpa.3160471205
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Abstract We derive a large deviation principle governing the position of a d ‐dimensional Brownian motion moving in a Poissonian potential. The derivation of this large deviation principle, and the form of the rate function rely on a result similar to the “shape theorem” of first passage percolation. This result produces certain constants which play in this multidimensional situation a similar role as the Lyapounov exponents in the one‐dimensional case. The large deviation principle enables us to investigate the transition of regime, which occurs between the small ∣ h ∣ and the large ∣ h ∣ case, for Brownian motion with a constant drift h moving in the same potential. © 1994 John Wiley & Sons, Inc.
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