On the volume of intersection of three independent Wiener sausages (Q985325): Difference between revisions

Consider a compact, non-polar set \(K\subset \mathbb R^m,\) \(m\geq 3,\) and let \(S^i_K(t)=\{B^i(s)+y: 0\leq s\leq t,\;y\in K\}\) be Wiener sausages associated to the independent Brownian motions \(B^i,\) \(i=1, 2, 3\), which start at zero. The author obtains the expectation of volume of \(\bigcup_{i=1}^3 S^i_K(t)\) with respect to product measure in terms of the equilibrium measure of \(K\) in the limit of large \(t.\)