215 research outputs found
The expected area of the Wiener sausage swept by a disc
The expected areas of the Wiener sausages swept by a disc attached to the
two-dimensional Brownian Bridge joining the origin to a point x over a time
interval [0,t] are computed. It is proved that the leading term of the
expectation is given by Ramanujan's function if (x,t) remains in a parabolic
region. The corresponding result for unconditioned process is also obtained.Comment: To appear in Stochastic Processes and their Applications 123 (2013)
191-21
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