Exponential estimates for the Wiener sausage

DOI10.1007/BF01212561MaRDI QIDQ2638673zbMATH OpenOpenAlexFDO

Authors Bálint Tóth, M. van den Berg

Publication date 1991

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01212561

zbMATH Keywords

bounds on the asymptoticsexponential estimatesWiener sausage

Mathematics Subject Classification ID

Brownian motion (60J65)

Review text

Let \(C_{\epsilon}(t)\) be the Wiener sausage of radius \(\epsilon\) in \({\mathbb{R}}^ d\) up to time t. We obtain bounds on the asymptotics of E exp(\(\lambda| C_{\epsilon}(t)|)\) as \(t\to \infty\), for all \(\lambda >0\).

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Cites work

• Asymptotics for the wiener sausage
• Electrostatic capacity, heat flow, and brownian motion
• First Passage times and Sojourn Times for Brownian Motion in Space and the Exact Hausdorff Measure of the Sample Path
• Hitting spheres with Brownian motion
• scientific article; zbMATH DE number 3876298 (Why is no real title available?)
• scientific article; zbMATH DE number 3676222 (Why is no real title available?)
• Lifschitz tail and Wiener sausage. I
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• On the asymptotics of a Wiener integral
• Some bounds and limiting results for the measure of Wiener sausage of small radius associated with elliptic diffusions
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Cited in

(11)

• Some bounds and limiting results for the measure of Wiener sausage of small radius associated with elliptic diffusions
• Fluctuation results for the Wiener sausage
• Asymptotics of the generating function for the volume of the Wiener sausage
• Local times of self-intersection
• On the expected volume of intersection of independent Wiener sausages and the asymptotic behaviour of some related integrals
• On the expected surface area of the Wiener sausage
• scientific article; zbMATH DE number 3962831 (Why is no real title available?)
• Estimation asymptotique du rayon du plus grand disque recouvert par la saucisse de wiener plane
• Long time asymptotics for the shrinking wiener sausage
• Brownian particles controlled by their occupation measure
• Lifschitz tail and Wiener sausage. II

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