On the volume of the Wiener sausage

DOI10.1214/AOP/1176990633MaRDI QIDQ2639404zbMATH OpenOpenAlexFDO

Authors Erwin Bolthausen

Publication date 1990

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176990633

zbMATH Keywords

empirical density of the Brownian motionlarge deviation principleWiener sausage

Mathematics Subject Classification ID

Large deviations (60F10) Brownian motion (60J65)

Review text

Let V(t,\(\epsilon\)) denote the Lebesgue volume of the \(\epsilon\)- neighborhood of the trajectory of a standard Brownian motion in \({\mathbb{R}}^ d\) at time interval [0,t]. Results of Donsker and Varadhan on the asymptotic behavior of the probability that V(t,\(\epsilon\)) is untypically small (as \(t\to \infty)\) are improved by allowing choosing \(\epsilon\) that depends on t and converges to 0 at a certain rate. The proof relies on the large deviation principle (In \(L_ 1\)-topology) for the modified empirical density of the Brownian motion.

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• The probability that Brownian motion almost contains a line
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• Annealed survival asymptotics for Brownian motion in a scaled Poissonian potential.
• On the volume of the intersection of two Wiener sausages
• On the volume of the shrinking branching Brownian sausage
• Almost sure asymptotic behaviour of the r-neighbourhood surface area of Brownian paths.
• A moderate deviation estimate for planar Wiener sausage
• Moderate deviations for the volume of the three-dimensional Wiener sausage
• Convergence of the normalized one-dimensional wiener sausage path measures to a mixture of brownian taboo processes
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• Brownian Survival in a Clusterized Trapping Medium
• Extremal geometry of a Brownian porous medium
• Laws of the iterated logarithm for high-dimensional Wiener sausage
• Singularly perturbed dirichlet problems in randomly perforated domains
• Moderate deviations for the volume of the Wiener sausage
• On the volume of the intersection of two independent Wiener sausages
• Sausage volume of the random string and survival in a medium of Poisson traps

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