The expected volume and surface area of the Wiener sausage in odd dimensions

zbMath1266.60143MaRDI QIDQ1951952

Yuji Hamana

Publication date: 24 May 2013

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ojm/1355926878

zbMATH Keywords

Wiener sausageasymptotic expansion for large \(t\)expected surface area

Mathematics Subject Classification ID

Brownian motion (60J65) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58)

Related Items (4)

On the zeros of the Macdonald functions ⋮ On an identity for zeros of Bessel functions ⋮ A formula for the expected volume of the Wiener sausage with constant drift ⋮ The probability distributions of the first hitting times of Bessel processes

Cites Work

• On the expected volume of the Wiener sausage
• Asymptotic expansions for the expected volume of a stable sausage
• Sur une conjecture de M. Kac. (On a conjecture of M. Kac)
• Fluctuation results for the Wiener sausage
• Some Theorems Concerning Brownian Motion
• On the expected surface area of the Wiener sausage
• Some asymptotic formulas involving capacity
• Errata
• Electrostatic capacity, heat flow, and brownian motion
• Moderate deviations for the volume of the Wiener sausage
• A large-deviation result for the range of random walk and for the Wiener sausage
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