On the expected volume of the Wiener sausage

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概要

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• We consider the expected volume of the Wiener sausage on the time interval [0,t] associated with a closed ball. Let L(t) be the expected volume minus the volume of the ball. We obtain that L(t) is asymptotically equal to a constant multiple of t1/2 as t tends to 0 and that it is represented as an absolutely convergent power series of t1/2 for any t > 0 in the odd dimensional cases. Moreover, the explicit form of L(t) can be given in five and seven dimensional cases.

• 社団法人 日本数学会の論文
• 2010-10-01

著者

• Hamana Yuji

  Department Of Mathematics Kumamoto University

関連論文

• On the expected volume of the Wiener sausage
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