Conditional survival distributions of Brownian trajectories in a one dimensional Poissonian environment in the critical case. (English) Zbl 1359.60062

Kolb, Martin; Savov, Mladen

Electron. J. Probab. 22, Paper No. 14, 29 p. (2017).

Summary: In this work we consider a one-dimensional Brownian motion with constant drift moving among a Poissonian cloud of obstacles. Our main result proves convergence of the law of processes conditional on survival up to time \(t\) as \(t\) converges to infinity in the critical case where the drift coincides with the intensity of the Poisson process. This complements a previous result of T. Povel, who considered the same question in the case where the drift is strictly smaller than the intensity. We also show that the end point of the process conditioned on survival up to time \(t\) rescaled by \(\sqrt{t} \) converges in distribution to a non-trivial random variable, as \(t\) tends to infinity, which is in fact invariant with respect to the drift \(h>0\). We thus prove that it is sub-ballistic and estimate the speed of escape. The latter is in a sharp contrast with discrete models of dimension larger or equal to \(2\) when the behaviour at criticality is ballistic, see [D. Ioffe and Y. Velenik, Commun. Math. Phys. 313, No. 1, 209–235 (2012; Zbl 1278.60085); erratum ibid. 323, No. 1, 449–450 (2013; Zbl 1295.60054)], and even to many one dimensional models which exhibit ballistic behaviour at criticality, see [E. Kosygina and T. Mountford, Stochastic Processes Appl. 122, No. 1, 277–304 (2012; Zbl 1231.60120)].

MSC:

60G51	Processes with independent increments; Lévy processes
60G55	Point processes (e.g., Poisson, Cox, Hawkes processes)
60F17	Functional limit theorems; invariance principles

Keywords:

Brownian motion; Poisson obstacles; limit theorems for condititioned processes

Citations:

Zbl 1278.60085; Zbl 1231.60120; Zbl 1295.60054