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Date: 23-3-2021
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Date: 26-2-2021
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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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