Strong approximations of three-dimensional Wiener sausages

DOI10.1007/S10474-006-0525-7zbMATH Open1127.60026arXivmath/0405413OpenAlexW2083991346MaRDI QIDQ879235FDOQ879235

Authors: Endre Csáki, Yueyun Hu 

Publication date: 8 May 2007

Published in: Acta Mathematica Hungarica (Search for Journal in Brave)

Abstract: In this paper we prove that the centered three-dimensional Wiener sausage can be strongly approximated by a one-dimensional Brownian motion running at a suitable time clock. The strong approximation gives all possible laws of iterated logarithm as well as the convergence in law in terms of process for the normalized Wiener sausage. The proof relies on Le Gall's estimates between the Wiener sausage and the Brownian intersection local times.

Full work available at URL: https://arxiv.org/abs/math/0405413

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zbMATH Keywords

strong approximationWiener sausageintersection local timesNewtonian capacity

Mathematics Subject Classification ID

Brownian motion (60J65) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

Cites Work

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Cited In (9)

• Asymptotic results for independent wiener sausages. application to generalized intersection local times
• Strong law of large numbers for the capacity of the Wiener sausage in dimension four
• Capacity of the range of random walk: the law of the iterated logarithm
• Strong approximation of high dimensional Wiener sausage
• Laws of the iterated logarithm for intersections of Wiener sausages in critical dimensions
• Laws of the iterated logarithm for high-dimensional Wiener sausage
• On the volume of intersection of three independent Wiener sausages
• Limit theorems for a stable sausage
• Title not available (Why is that?)

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