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

On the expected volume of intersection of independent Wiener sausages and the asymptotic behaviour of some related integrals
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DOI:
10.1016/j.jfa.2004.06.015
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发表时间:
2005-05
影响因子:
1.7
通讯作者:
M. Berg
M. Berg
中科院分区:
数学1区
文献类型:
--
作者:
M. Berg

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设K是欧几里得空间Rm(m 3)中的紧非极集,TK是K通过布朗运动的第一次击中时间。我们得到了[公式:见正文]的t→∞的主要渐近行为,其中k>0是一个常数。
Let K be a compact, non-polar set in Euclidean space Rm(m⩾3) and let TKbe the first hitting time of K by a Brownian motion. We obtain the leading asymptotic behaviour as t→∞ of [Formula: see text] , where k>0 is a constant.