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A Limit Theorem for Brownian Motion in a Random Scenery

Published online by Cambridge University Press:  20 November 2018

Bruno Remillard  and
Donald A. Dawson
Bruno Remillard
Affiliation:
Département de Mathématiques et d'informatique, U.Q.T.R., Trois Rivières, Québec G9A 5H7
Donald A. Dawson
Affiliation:
Department of Mathematics and Statistics, Carleton University, Ottawa, Ontario K1S 5B6
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Abstract

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We find the limiting distribution of , where {Bu}u≧0 is the standard Brownian motion on ℝd, V is a particular random potential and {an}n≧1 is a normalizing sequence.

Keywords

60J6060F05Weak convergencerandom sceneryBrownian motion
Type
Research Article
Information
Canadian Mathematical Bulletin , Volume 34 , Issue 3 , 01 September 1991 , pp. 385 - 391
Copyright
Copyright © Canadian Mathematical Society 1991

References

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