On the volume of intersection of three independent Wiener sausages

van den Berg, M.

Ann. Inst. H. Poincaré Probab. Statist., Tome 46 (2010) no. 1, p. 313-337 / Harvested from Project Euclid

Résumé

Let K be a compact, non-polar set in ℝ^m, m≥3 and let S_Kⁱ(t)={Bⁱ(s)+y: 0≤s≤t, y∈K} be Wiener sausages associated to independent Brownian motions Bⁱ, i=1, 2, 3 starting at 0. The expectation of volume of ⋂_i=1³S_Kⁱ(t) with respect to product measure is obtained in terms of the equilibrium measure of K in the limit of large t.

Publié le : 2010-05-15
Classification: Wiener sausage, Equilibrium measure, 35K20, 60J65, 60J45

@article{1273584126,
     author = {van den Berg, M.},
     title = {On the volume of intersection of three independent Wiener sausages},
     journal = {Ann. Inst. H. Poincar\'e Probab. Statist.},
     volume = {46},
     number = {1},
     year = {2010},
     pages = { 313-337},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1273584126}
}

van den Berg, M. On the volume of intersection of three independent Wiener sausages. Ann. Inst. H. Poincaré Probab. Statist., Tome 46 (2010) no. 1, pp.  313-337. http://gdmltest.u-ga.fr/item/1273584126/