On the Volume of the Wiener Sausage
Bolthausen, E.
Ann. Probab., Tome 18 (1990) no. 4, p. 1576-1582 / Harvested from Project Euclid
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Let $W(t, \varepsilon)$ be the $\varepsilon$-Wiener sausage, i.e., the $\varepsilon$-neighborhood of the trace of the Brownian motion up to time $t$. It is shown that the results of Donsker and Varadhan on the behavior of $E(\exp(-\nu|W(t, \varepsilon)|)), \nu > 0$, remain true if $\varepsilon$ depends on $t$ and converges to 0 with a certain rate.
Publié le : 1990-10-14
Classification:  Wiener sausage,  large deviations,  60F10,  60J65 
@article{1176990633,
     author = {Bolthausen, E.},
     title = {On the Volume of the Wiener Sausage},
     journal = {Ann. Probab.},
     volume = {18},
     number = {4},
     year = {1990},
     pages = { 1576-1582},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176990633}
}

Bolthausen, E. On the Volume of the Wiener Sausage. Ann. Probab., Tome 18 (1990) no. 4, pp.  1576-1582. http://gdmltest.u-ga.fr/item/1176990633/