ASYMPTOTIC EXPANSION OF THE EXPECTED VOLUME OF THE WIENER SAUSAGE IN EVEN DIMENSIONS

DOI10.2206/kyushujm.70.167zbMath1339.60118arXiv1402.0636OpenAlexW2963269200MaRDI QIDQ2810584

Yuji Hamana

Publication date: 3 June 2016

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

Full work available at URL: https://arxiv.org/abs/1402.0636

zbMATH Keywords

asymptotic expansionBrownian motionWiener sausagemodified Bessel functionexpected volume

Mathematics Subject Classification ID

Brownian motion (60J65) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10) Limit theorems in probability theory (60F99)

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