On the volume of intersection of three independent Wiener sausages
type: Item
instance of: scholarly article
title: On the volume of intersection of three independent Wiener sausages
zbMATH Open document ID: 1201.35108
DOI: 10.1214/09-AIHP316
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 2010-07-21T00:00:00Z
full work available at URL: https://eudml.org/doc/239916
review text: Consider a compact, non-polar set \(K\subset \mathbb R^m,\) \(m\geq 3,\) and let \(S^i_K(t)=\{B^i(s)+y: 0\leq s\leq t,\;y\in K\}\) be Wiener sausages associated to the independent Brownian motions \(B^i,\) \(i=1, 2, 3\), which start at zero. The author obtains the expectation of volume of \(\bigcup_{i=1}^3 S^i_K(t)\) with respect to product measure in terms of the equilibrium measure of \(K\) in the limit of large \(t.\)
reviewed by: Dian K. Palagachev
Mathematics Subject Classification ID: 35K20
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60J45
zbMATH DE Number: 5758852
zbMATH Keywords: Wiener sausage
zbMATH Keywords: equilibrium measure
zbMATH Keywords: Brownian motion
author: M. van den Berg
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 5758852