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

From MaRDI portal
scientific article
Language Label Description Also known as
English
On the volume of intersection of three independent Wiener sausages
scientific article

    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

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references