Gu, Yu; Bal, Guillaume An invariance principle for Brownian motion in random scenery. (English) Zbl 1286.60081 Electron. J. Probab. 19, Paper No. 1, 19 p. (2014). Summary: 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. Cited in 2 Documents MSC: 60J65 Brownian motion 60K37 Processes in random environments 60F17 Functional limit theorems; invariance principles 60F05 Central limit and other weak theorems Keywords:weak convergence; random media; central limit theorem × Cite Format Result Cite Review PDF Full Text: DOI arXiv