On the expected volume of the Wiener sausage

DOI10.2969/jmsj/06241113zbMath1223.60066OpenAlexW1976875483MaRDI QIDQ616647

Yuji Hamana

Publication date: 12 January 2011

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2969/jmsj/06241113

zbMATH Keywords

Laplace transformBessel processWiener sausage

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Brownian motion (60J65) Power series (including lacunary series) in one complex variable (30B10)

Related Items (5)

Statistical properties of sites visited by independent random walks ⋮ On the volume of the shrinking branching Brownian sausage ⋮ The expected volume and surface area of the Wiener sausage in odd dimensions ⋮ 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

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• Sur une conjecture de M. Kac. (On a conjecture of M. Kac)
• Fluctuation results for the Wiener sausage
• Diffusion processes and their sample paths.
• Some Theorems Concerning Brownian Motion
• Some asymptotic formulas involving capacity
• 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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