Approximations of the Wiener sausage and its curvature measures

DOI10.1214/09-AAP596MaRDI QIDQ983882zbMATH OpenOpenAlexFDO

Authors Jan Rataj, Daniel Meschenmoser, Evgeny Spodarev

Publication date 13 July 2010

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0910.3841

zbMATH Keywords

Brownian motionMinkowski functionalsWiener sausage

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Brownian motion (60J65)

Abstract: A parallel neighborhood of a path of a Brownian motion is sometimes called the Wiener sausage. We consider almost sure approximations of this random set by a sequence of random polyconvex sets and show that the convergence of the corresponding mean curvature measures holds under certain conditions in two and three dimensions. Based on these convergence results, the mean curvature measures of the Wiener sausage are calculated numerically by Monte Carlo simulations in two dimensions. The corresponding approximation formulae are given.

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Cited in

(7)

• Lifschitz Tail and Wiener Sausage on hyperbolic space
• Scaling exponents of curvature measures
• On an upper bound of the Euler characteristic of the Wiener sausage
• Strong approximation of high dimensional Wiener sausage
• Mean Lipschitz-Killing curvatures for homogeneous random fractals
• On mean curvature functions of Brownian paths
• On the Boolean model of Wiener sausages

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