An isoperimetric inequality for the Wiener sausage

DOI10.1007/S00039-012-0184-5zbMATH Open1270.60087arXiv1103.6059OpenAlexW2109103292MaRDI QIDQ690615FDOQ690615

Authors: Yuval Peres, Perla Sousi 

Publication date: 28 November 2012

Published in: Geometric and Functional Analysis. GAFA (Search for Journal in Brave)

Abstract: Let $(xi(s){)}_{sgeq0}$ be a standard Brownian motion in $dgeq1$ dimensions and let $(D_s{)}_{sgeq0}$ be a collection of open sets in $R^d$. For each $s$, let $B_s$ be a ball centered at 0 with $vol(B_s)=vol(D_s)$. We show that $E[vol(cu{p}_{sleqt}(xi(s)+D_s))]geqE[vol(cu{p}_{sleqt}(xi(s)+B_s))]$, for all $t$. In particular, this implies that the expected volume of the Wiener sausage increases when a drift is added to the Brownian motion.

Full work available at URL: https://arxiv.org/abs/1103.6059

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zbMATH Keywords

Brownian motioncouplingisoperimetric inequalityrearrangement inequalityradial random walks

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Inequalities; stochastic orderings (60E15) Brownian motion (60J65) Oscillation, zeros of solutions, mean value theorems, etc. in context of PDEs (35B05) Boundary behavior of harmonic functions in higher dimensions (31B25)

Cites Work

• Brownian motion with variable drift: 0-1 laws, hitting probabilities and Hausdorff dimension
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• Electrostatic capacity, heat flow, and brownian motion
• Comparison theorems for exit times
• Mobile geometric graphs: detection, coverage and percolation
• Stochastic theory of diffusion-controlled reactions
• Survival probability of a random walk among a Poisson system of moving traps
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• Inequalities for the Capacity of a Condenser

Cited In (15)

• Minkowski dimension of Brownian motion with drift
• Lifschitz Tail and Wiener Sausage on hyperbolic space
• A large Wiener sausage from crumbs
• Annealed asymptotics for Brownian motion of renormalized potential in mobile random medium
• Random polarizations
• Phase transition for finite-speed detection among moving particles
• On the volume of the intersection of two independent Wiener sausages
• Mixing times and moving targets
• On the volume of the intersection of two Wiener sausages
• Symmetric rearrangements around infinity with applications to Lévy processes
• A formula for the expected volume of the Wiener sausage with constant drift
• Subdiffusivity of Brownian motion among a Poissonian field of moving traps
• Space-time percolation and detection by mobile nodes
• Symmetrization of exterior parabolic problems and probabilistic interpretation
• Ergodic properties of folding maps on spheres

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