THE EXPECTED VOLUME AND SURFACE AREA OF THE WIENER SAUSAGE IN ODD DIMENSIONS

• Hamana Yuji

Abstract

We consider the Wiener sausage up to time t associated with a closed ball. A formula for the expected volume of the Wiener sausage is obtained in odd dimensions. In these cases, we also find that the formula leads to the asymptotic expansion for large t and each coefficient is represented by zeros of a modified Bessel function of the second kind. Moreover we obtain a formula for the expected surface area of the Wiener sausage.

Journal

• Osaka Journal of Mathematics

  Osaka Journal of Mathematics 49 (4), 853-868, 2012-12

  Osaka University and Osaka City University, Departments of Mathematics

Details

• CRID: 1390290699787259392
• NII Article ID: 120005174160
• NII Book ID: AA00765910
• DOI: 10.18910/23422
• HANDLE: 11094/23422
• ISSN: 00306126
• Web Site: https://dlisv03.media.osaka-cu.ac.jp/il/meta_pub/G0000438repository_111F0000002-04904-1
• Text Lang: en
• Data Source:
  • JaLC
  • IRDB
  • CiNii Articles
  • KAKEN