On the expected volume of the Wiener sausage

DOI10.2969/JMSJ/06241113zbMATH Open1223.60066OpenAlexW1976875483MaRDI QIDQ616647FDOQ616647

Authors: Yuji Hamana 

Publication date: 12 January 2011

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2969/jmsj/06241113

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zbMATH Keywords

Laplace transformBessel processWiener sausage

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Brownian motion (60J65) Power series (including lacunary series) in one complex variable (30B10)

Cites Work

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• A large-deviation result for the range of random walk and for the Wiener sausage
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• Electrostatic capacity, heat flow, and brownian motion
• Moderate deviations for the volume of the Wiener sausage
• Diffusion processes and their sample paths.
• Some Theorems Concerning Brownian Motion
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• Fluctuation results for the Wiener sausage
• Some asymptotic formulas involving capacity
• Sur une conjecture de M. Kac. (On a conjecture of M. Kac)

Cited In (20)

• On the volume of the Wiener sausage
• Statistical properties of sites visited by independent random walks
• The Brownian hitting distributions in space-time of bounded sets and the expected volume of the Wiener sausage for a Brownian bridge
• An isoperimetric inequality for the Wiener sausage
• Expected volume of intersection of pinned Wiener sausages and heat kernel norms on compact Riemannian manifolds with boundary
• Exponential estimates for the Wiener sausage
• A large Wiener sausage from crumbs
• Asymptotic expansion of the expected volume of the Wiener sausage in even dimensions
• The probability distributions of the first hitting times of Bessel processes
• The expected area of the Wiener sausage swept by a disc
• Title not available (Why is that?)
• Large time volume of the pinned Wiener sausage
• On the volume of the intersection of two Wiener sausages
• On the expected surface area of the Wiener sausage
• Fluctuation results for the Wiener sausage
• On the volume of the shrinking branching Brownian sausage
• The expected volume and surface area of the Wiener sausage in odd dimensions
• Large time volume of the pinned Wiener sausage to second order
• A formula for the expected volume of the Wiener sausage with constant drift
• Long time behavior of the volume of the Wiener sausage on Dirichlet spaces

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