On the expected volume of intersection of independent Wiener sausages and the asymptotic behaviour of some related integrals

M van den Berg

doi:10.1016/j.jfa.2004.06.015

On the expected volume of intersection of independent Wiener sausages and the asymptotic behaviour of some related integrals

M van den Berg

Research output: Contribution to journal › Article (Academic Journal) › peer-review

9 Citations (Scopus)

Abstract

Let K be a compact, non-polar set in Euclidean space R-m (m >= 3) and let T-K be the first hitting time of K by a Brownian motion. We obtain the leading asymptotic behaviour as t -> infinity o integral(Rm) dx (P-x [T-K <t])(k), where k > 0 is a constant. (c) 2004 Elsevier Inc. All rights reserved.

Translated title of the contribution	On the expected volume of intersection of independent Wiener sausages and the asymptotic behaviour of some related integrals
Original language	English
Pages (from-to)	114 - 128
Number of pages	15
Journal	Journal of Functional analysis
Volume	222 (1)
DOIs	https://doi.org/10.1016/j.jfa.2004.06.015
Publication status	Published - May 2005

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Publisher: Academic Press
Other identifier: IDS number 913ZV

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title = "On the expected volume of intersection of independent Wiener sausages and the asymptotic behaviour of some related integrals",

abstract = "Let K be a compact, non-polar set in Euclidean space R-m (m >= 3) and let T-K be the first hitting time of K by a Brownian motion. We obtain the leading asymptotic behaviour as t -> infinity o integral(Rm) dx (P-x [T-K 0 is a constant. (c) 2004 Elsevier Inc. All rights reserved.",

author = "{van den Berg}, M",

note = "Publisher: Academic Press Other identifier: IDS number 913ZV",

year = "2005",

month = may,

doi = "10.1016/j.jfa.2004.06.015",

language = "English",

volume = "222 (1)",

pages = "114 -- 128",

journal = "Journal of Functional analysis",

publisher = "Elsevier",

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T1 - On the expected volume of intersection of independent Wiener sausages and the asymptotic behaviour of some related integrals

AU - van den Berg, M

N1 - Publisher: Academic Press Other identifier: IDS number 913ZV

PY - 2005/5

Y1 - 2005/5

N2 - Let K be a compact, non-polar set in Euclidean space R-m (m >= 3) and let T-K be the first hitting time of K by a Brownian motion. We obtain the leading asymptotic behaviour as t -> infinity o integral(Rm) dx (P-x [T-K 0 is a constant. (c) 2004 Elsevier Inc. All rights reserved.

AB - Let K be a compact, non-polar set in Euclidean space R-m (m >= 3) and let T-K be the first hitting time of K by a Brownian motion. We obtain the leading asymptotic behaviour as t -> infinity o integral(Rm) dx (P-x [T-K 0 is a constant. (c) 2004 Elsevier Inc. All rights reserved.

U2 - 10.1016/j.jfa.2004.06.015

DO - 10.1016/j.jfa.2004.06.015

M3 - Article (Academic Journal)

VL - 222 (1)

SP - 114

EP - 128

JO - Journal of Functional analysis

JF - Journal of Functional analysis

ER -

On the expected volume of intersection of independent Wiener sausages and the asymptotic behaviour of some related integrals

Abstract

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