An isoperimetric inequality for the Wiener sausage

DOI10.1007/S00039-012-0184-5MaRDI QIDQ690615zbMATH OpenOpenAlexFDO

Authors Yuval Peres, Perla Sousi

Publication date 28 November 2012

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

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

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)

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.

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Cites work

• Asymptotics for the wiener sausage
• Brownian motion with variable drift: 0-1 laws, hitting probabilities and Hausdorff dimension
• Comparison theorems for exit times
• Electrostatic capacity, heat flow, and brownian motion
• Fluctuation results for the Wiener sausage
• Inequalities for the Capacity of a Condenser
• 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

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
• On the volume of the intersection of two Wiener sausages
• Mixing times and moving targets
• 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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