On the volume of the Wiener sausage (Q2639404)
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English | On the volume of the Wiener sausage |
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On the volume of the Wiener sausage (English)
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1990
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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.
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Wiener sausage
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large deviation principle
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empirical density of the Brownian motion
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