On the volume of the intersection of two Wiener sausages
On the volume of the intersection of two Wiener sausages
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DOI:
10.4007/annals.2004.159.741
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发表时间:
2004-03
影响因子:
4.9
通讯作者:
Michel van den Berg;E. Bolthausen;Frank den Hollander
中科院分区:
文献类型:
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作者:
Michel van den Berg;E. Bolthausen;Frank den Hollander
For a > 0, let W a 1 (t) and W a 2 (t) be the a-neighbourhoods of two independent standard Brownian motions in R d starting at 0 and observed until time t. We prove that, for d 3 and c > 0, lim t!1 1 t (d 2)=d logP jW a 1 (ct) \W a 2 (ct)j t = I a d (c) and derive a variational representation for the rate constant I a d (c). Here, a is the Newtonian capacity of the ball with radius a. We show that the optimal strategy to realise the above large deviation is for W a 1 (ct) and W a 2 (ct) to \form a Swiss cheese": the two Wiener sausages cover part of the space, leaving random holes whose sizes are of order 1 and whose density varies on scale t 1=d according to a certain optimal prole. We study in detail the function c 7! I a d (c). It turns out that I a d (c) =