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Proceedings of the American Mathematical Society

Published by the American Mathematical Society since 1950, Proceedings of the American Mathematical Society is devoted to shorter research articles in all areas of pure and applied mathematics.

ISSN 1088-6826 (online) ISSN 0002-9939 (print)

The 2020 MCQ for Proceedings of the American Mathematical Society is 0.85.

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Numerical bounds for critical exponents of crossing Brownian motion
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by Mario V. Wüthrich PDF
Proc. Amer. Math. Soc. 130 (2002), 217-225 Request permission

Abstract:

We consider $d$-dimensional crossing Brownian motion in a truncated Poissonian potential conditioned to reach a fixed hyperplane at distance $L$ from the starting point. The transverse fluctuation of the path is expected to be of order $L^\xi$. We prove that for $d\ge 2$: $\xi \le 3/4$. As a second critical exponent we introduce $\chi ^{(2)}$, which describes the fluctuations of naturally defined distance functions for crossing Brownian motion. The numerical bound we obtain is an improvement of Corollary 3.1 in Scaling identity for crossing Brownian motion in a Poissonian potential (Probab. Theory Related Fields 112 (1998), 299–319), resulting in $\chi ^{(2)} \ge 1/5$ if $d=2$ and if the killing rate $\lambda$ is strictly positive ($\lambda >0$).
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Additional Information
  • Mario V. Wüthrich
  • Affiliation: Department of Mathematics, University of Nijmegen, Toernooiveld 1, NL-6525 ED Nijmegen, The Netherlands
  • Address at time of publication: Winterthur Insurance, Roemerstrasse 17, P.O. Box 357, CH-8401 Winterthur, Switzerland
  • Email: mario.wuethrich@winterthur.ch
  • Received by editor(s): September 1, 1999
  • Received by editor(s) in revised form: May 24, 2000
  • Published electronically: May 22, 2001
  • Communicated by: Claudia M. Neuhauser
  • © Copyright 2001 American Mathematical Society
  • Journal: Proc. Amer. Math. Soc. 130 (2002), 217-225
  • MSC (2000): Primary 60K35, 82D30
  • DOI: https://doi.org/10.1090/S0002-9939-01-06017-8
  • MathSciNet review: 1855632