Strong approximations of three-dimensional Wiener sausages

DOI10.1007/S10474-006-0525-7MaRDI QIDQ879235zbMATH OpenOpenAlexFDO

Authors Endre Csáki, Yueyun Hu

Publication date 8 May 2007

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

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

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)

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.

Recommendations

• scientific article; zbMATH DE number 3930074
• On the volume of the intersection of two independent Wiener sausages
• Fluctuation results for the Wiener sausage
• On the expected volume of intersection of independent Wiener sausages and the asymptotic behaviour of some related integrals
• On the volume of intersection of three independent Wiener sausages

Cites work

• scientific article; zbMATH DE number 1245556 (Why is no real title available?)
• scientific article; zbMATH DE number 741240 (Why is no real title available?)
• A large-deviation result for the range of random walk and for the Wiener sausage
• A local time analysis of intersections of Brownian paths in the plane
• A local time approach to the self-intersections of Brownian paths in space
• Central limit theorem for the intersection of two independent Wiener sausages
• Electrostatic capacity, heat flow, and brownian motion
• Fluctuation results for the Wiener sausage
• Large and moderate deviations for intersection local times
• Laws of the iterated logarithm for the range of random walks in two and three dimensions
• Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
• Sur la saucisse de Wiener et les points multiples du mouvement Brownien. (On the Wiener sausage and the multiple points of Brownian motion)
• Tanaka formulae and renormalization for triple intersections of Brownian motion in the plane
• Tanaka's formula and renormalization for intersections of planar Brownian motion

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
• scientific article; zbMATH DE number 3930074 (Why is no real title available?)

This page was built for publication: Strong approximations of three-dimensional Wiener sausages

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q879235)