On the volume of intersection of three independent Wiener sausages (Q985325)
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English | On the volume of intersection of three independent Wiener sausages |
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On the volume of intersection of three independent Wiener sausages (English)
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21 July 2010
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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 \(t.\)
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Wiener sausage
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equilibrium measure
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Brownian motion
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