On the volume of the Wiener sausage (Q2639404)

From MaRDI portal

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

scientific article; zbMATH DE number 4184507
Language Label Description Also known as
default for all languages
No label defined
    English
    On the volume of the Wiener sausage
    scientific article; zbMATH DE number 4184507

      Statements

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

      Identifiers