THE EXPECTED VOLUME AND SURFACE AREA OF THE WIENER SAUSAGE IN ODD DIMENSIONS

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タイトル	THE EXPECTED VOLUME AND SURFACE AREA OF THE WIENER SAUSAGE IN ODD DIMENSIONS
著者	Hamana, Yuji Hamana, Yuji
抄録	We consider the Wiener sausage up to time t associated with a closed ball. A formula for the expected volume of the Wiener sausage is obtained in odd dimensions. In these cases, we also find that the formula leads to the asymptotic expansion for large t and each coefficient is represented by zeros of a modified Bessel function of the second kind. Moreover we obtain a formula for the expected surface area of the Wiener sausage.
公開者	Osaka University and Osaka City University, Departments of Mathematics
掲載誌名	Osaka Journal of Mathematics
巻	49
号	4
開始ページ	853
終了ページ	868
刊行年月	2012-12
ISSN	00306126
NCID	AA00765910
URL	http://hdl.handle.net/11094/23422
言語	英語
DOI	info:doi/10.18910/23422

著者版フラグ	publisher
NII資源タイプ	紀要論文
ローカル資源タイプ	紀要論文
dcmi資源タイプ	text
DCTERMS.bibliographicCitation	Osaka Journal of Mathematics.49(4) P.853-P.868
DC.title	THE EXPECTED VOLUME AND SURFACE AREA OF THE WIENER SAUSAGE IN ODD DIMENSIONS
DC.creator	Hamana, Yuji
DC.publisher	Osaka University and Osaka City University, Departments of Mathematics
DC.language" scheme="DCTERMS.RFC1766	英語
DCTERMS.issued" scheme="DCTERMS.W3CDTF	2012-12
DC.identifier" scheme="DCTERMS.URI	http://hdl.handle.net/11094/23422
DCTERMS.abstract	We consider the Wiener sausage up to time t associated with a closed ball. A formula for the expected volume of the Wiener sausage is obtained in odd dimensions. In these cases, we also find that the formula leads to the asymptotic expansion for large t and each coefficient is represented by zeros of a modified Bessel function of the second kind. Moreover we obtain a formula for the expected surface area of the Wiener sausage.
DC.identifier	info:doi/10.18910/23422
citation_title	THE EXPECTED VOLUME AND SURFACE AREA OF THE WIENER SAUSAGE IN ODD DIMENSIONS
citation_author	Hamana, Yuji
citation_publisher	Osaka University and Osaka City University, Departments of Mathematics
citation_language	英語
citation_date	2012-12
citation_journal_title	Osaka Journal of Mathematics
citation_volume	49
citation_issue	4
citation_firstpage	853
citation_lastpage	868
citation_issn	00306126
citation_public_url	http://hdl.handle.net/11094/23422
citation_doi	info:doi/10.18910/23422