Anomalous scaling limit of a Brownian particle in a log-correlated potential

Abstract

We study a Brownian particle in $\mathbb{R}^d$, $d\geq2$, with drift given by the gradient of a log-correlated Gaussian potential. At weak disorder, we prove convergence to a scaling limit whose law is singular with respect to Brownian motion and whose invariant measure is given by Gaussian multiplicative chaos. The proof uses a renormalization group induction: at each scale, the elliptic operator is well approximated by a Laplacian with effective diffusivity decaying as a power of scale. We compute this exponent exactly in dimension two.