Fluctuation results for the Wiener sausage (Q1116192): Difference between revisions

Let \((B_ t\); \(t\geq 0)\) be a Brownian motion with values in \({\mathbb{R}}^ d\) (d\(\geq 2)\), let \(K\subset {\mathbb{R}}^ d\) be a compact set, and let \(S^ K(0,t)\) be the Wiener sausage associated with B and K on the interval [0,t]. The author obtains central limit theorems for the Lebesgue measure \(m(S^ K(0,t))\) of the Wiener sausage. More precisely, he obtains functions \(a_ d(t)\) and \(b_ d(t,K)\) such that \[ a_ d(t)[m(S^ k(0,t))-b_ d(t,K)] \] converges in distribution to a normal random variable depending on K if \(d\geq 4\), and to a functional of the capacity of K and of the intersection local time of B if \(d=2\) or 3. The proofs make use of Spitzer's asymptotic formula for \(E[m(S^ K(0,t))]\) as \(t\uparrow \infty\) and of the author's previous results on the intersection local time of B. The article contains also a review of various results about the Wiener sausage and of limit theorems for the range of a random walk.