Extremal geometry of a Brownian porous medium

DOI10.1007/S00440-013-0525-9zbMATH Open1327.60037arXiv1211.3630OpenAlexW2160708355MaRDI QIDQ466895FDOQ466895

Authors: Jesse Goodman, F. den Hollander 

Publication date: 31 October 2014

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

Abstract: The path W[0,t] of a Brownian motion on a d-dimensional torus T^d run for time t is a random compact subset of T^d. We study the geometric properties of the complement T^d W[0,t] for t large and d >= 3. In particular, we show that the largest regions in this complement have a linear scale phi = [(d log t)/(d-2)kt]^{1/(d-2)}, where k is the capacity of the unit ball. More specifically, we identify the sets E for which T^d W[0,t] contains a translate of phi E, and we count the number of disjoint such translates. Furthermore, we derive large deviation principles for the largest inradius of T^d W[0,t] for t large and the epsilon-cover time of T^d for epsilon small. Our results, which generalise laws of large numbers proved by Dembo, Peres and Rosen, are based on a large deviation principle for the shape of the component with largest capacity in T^d W_rho[0,t], where W_rho[0,t] is the Wiener sausage of radius rho = rho(t), with rho(t) chosen much smaller than phi but not too small. The idea behind this choice is that T^d W[0,t] consists of "lakes", whose linear size is of order phi, connected by narrow "channels". We also derive large deviation principles for the principal Dirichlet eigenvalue and for the maximal volume of the components of T^d W_rho[0,t] for t large. Our results give a complete picture of the extremal geometry of T^d W[0,t] and of the optimal strategy for W[0,t] to realise the extremes.

Full work available at URL: https://arxiv.org/abs/1211.3630

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zbMATH Keywords

Brownian motioncapacitylarge deviation principlecover timerandom setlargest inradiusprincipal Dirichlet eigenvalue

Mathematics Subject Classification ID

Large deviations (60F10) Geometric probability and stochastic geometry (60D05) Brownian motion (60J65)

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Cited In (7)

• Heat content and inradius for regions with a Brownian boundary
• How round are the complementary components of planar Brownian motion?
• Two-dimensional random interlacements and late points for random walks
• Torsional rigidity for regions with a Brownian boundary
• The subleading order of two dimensional cover times
• Percolative properties of Brownian interlacements and its vacant set
• Two-dimensional Brownian random interlacements

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