Wiener sausage and self-intersection local times (Q911166)
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English | Wiener sausage and self-intersection local times |
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Wiener sausage and self-intersection local times (English)
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1990
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Let \(B=(B_ t: t\geq 0)\) be planar Brownian motion and consider the Wiener sausage \[ S(T,\epsilon)=\cup \{B_ s+\epsilon K: 0\leq s\leq T\}, \] where K is a compact subset of the plane and T is an exponential random variable independent of B. The author provides a complete asymptotic expansion of the random field \[ \phi \mapsto \int I(x\in S(T,\epsilon))\phi (x)dx\quad as\quad \epsilon \to 0. \] The \(k^{th}\) term of the expansion is of order \(| \log \epsilon |^{-k}\), the coefficient being determined by the (renormalized) self-intersection local time of order k of the planar Brownian motion [studied by \textit{E. B. Dynkin}, Probabilités XX, Proc. Sémin., Strasbourg 1984/85, Lect. Notes Math. 1204, 553-571 (1986; Zbl 0617.60080), and others]. The expansion is accomplished by a careful examination of moments, and the same methods lead to new limit theorems for the renormalized powers of the occupation field of B, and to an asymptotic expansion of the area of the Wiener sausage S(t,\(\epsilon)\) as \(\epsilon\) \(\to 0\) for fixed \(t>0\).
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planar Brownian motion
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Wiener sausage
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self-intersection local time
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