On the volume of intersection of three independent Wiener sausages (Q985325)

From MaRDI portal





scientific article; zbMATH DE number 5758852
Language Label Description Also known as
default for all languages
No label defined
    English
    On the volume of intersection of three independent Wiener sausages
    scientific article; zbMATH DE number 5758852

      Statements

      On the volume of intersection of three independent Wiener sausages (English)
      0 references
      21 July 2010
      0 references
      Consider a compact, non-polar set \(K\subset \mathbb R^m,\) \(m\geq 3,\) and let \(S^i_K(t)=\{B^i(s)+y: 0\leq s\leq t,\;y\in K\}\) be Wiener sausages associated to the independent Brownian motions \(B^i,\) \(i=1, 2, 3\), which start at zero. The author obtains the expectation of volume of \(\bigcup_{i=1}^3 S^i_K(t)\) with respect to product measure in terms of the equilibrium measure of \(K\) in the limit of large \(t.\)
      0 references
      Wiener sausage
      0 references
      equilibrium measure
      0 references
      Brownian motion
      0 references
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references