Wiener Sausage
المؤلف:
Bolthausen, E.
المصدر:
"On the Volume of the Wiener Sausage." Ann. Prob. 18
الجزء والصفحة:
...
25-3-2021
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Wiener Sausage
The Wiener sausage of radius 
is the random process defined by
where here, 
is the standard Brownian motion in 
for 
and 
denotes the open ball of radius 
centered at 
. Named after Norbert Wiener, the term is also intended to describe 
visually: Indeed, for a given Brownian motion 
, 
is essentially a sausage-like tube of radius 
having 
as its central line.
REFERENCES:
Bolthausen, E. "On the Volume of the Wiener Sausage." Ann. Prob. 18, 1576-1582, 1990.
van den Berg, M.; Bolthausen, E.; and den Hollander, F. "On the Volume of the Intersection of Two Wiener Sausages." Ann. Math. 159, 741-783, 2004.
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