Scaling identity for crossing Brownian motion in a Poissonian potential

Abstract

We consider d-dimensional Brownian motion in a truncated Poissonian potential (d≥ 2). If Brownian motion starts at the origin and ends in the closed ball with center y and radius 1, then the transverse fluctuation of the path is expected to be of order |y|ξ, whereas the distance fluctuation is of order |y|χ. Physics literature tells us that ξ and χ should satisfy a scaling identity 2ξ− 1 = χ. We give here rigorous results for this conjecture.