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On the expected surface area of the Wiener sausage

✍ Scribed by Jan Rataj; Volker Schmidt; Evgeny Spodarev

Publisher
John Wiley and Sons
Year
2009
Tongue
English
Weight
202 KB
Volume
282
Category
Article
ISSN
0025-584X

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✦ Synopsis

Abstract

For parallel neighborhoods of the paths of the d ‐dimensional Brownian motion, so‐called Wiener sausages, formulae for the expected surface area are given for any dimension d β‰₯ 2. It is shown by means of geometric arguments that the expected surface area is equal to the first derivative of the mean volume of the Wiener sausage with respect to its radius (Β© 2009 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)

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