On the volume of the Wiener sausage (Q2639404): Difference between revisions

Let V(t,\(\epsilon\)) denote the Lebesgue volume of the \(\epsilon\)- neighborhood of the trajectory of a standard Brownian motion in \({\mathbb{R}}^ d\) at time interval [0,t]. Results of Donsker and Varadhan on the asymptotic behavior of the probability that V(t,\(\epsilon\)) is untypically small (as \(t\to \infty)\) are improved by allowing choosing \(\epsilon\) that depends on t and converges to 0 at a certain rate. The proof relies on the large deviation principle (In \(L_ 1\)-topology) for the modified empirical density of the Brownian motion.