Extremal geometry of a Brownian porous medium (Q466895)
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English | Extremal geometry of a Brownian porous medium |
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Extremal geometry of a Brownian porous medium (English)
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31 October 2014
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The aim of this paper is to study the geometric properties of the complement \(T^d\backslash W[0,t]\) as \(t\to\infty\) for \(d\geq3\), where the path \(W[0,t]\) of a Brownian motion on the \(d\)-dimensional torus \(T^d\) run for time \(t\) is a random compact subset of \(T^d\). The authors also derive large deviation principles for the principal Dirichlet eigenvalue and for the maximal volume of the components of \(T^d\backslash W_{\rho(t)}[0,t]\) as \(t\to\infty\). These results give a complete picture of the extremal geometry of \(T^d\backslash W[0,t]\) and of the optimal strategy for \(W(0,t)\) to realise extreme events.
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Brownian motion
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random set
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capacity
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largest inradius
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cover time
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principal Dirichlet eigenvalue
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large deviation principle
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