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

Hamana, Yuji

Osaka Journal of Mathematics, 2012, 49(4), 853-868

アクセス数:500件（2025-07-06 12:44 集計）

固定URL: https://doi.org/10.18910/23422

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タイトル	THE EXPECTED VOLUME AND SURFACE AREA OF THE WIENER SAUSAGE IN ODD DIMENSIONS
著者	NRID 1000000243923 1000000243923 著者名 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.
出版者	Osaka University and Osaka City University, Departments of Mathematics
収録物名	Osaka Journal of Mathematics
巻(号)	49(4)
ページ	853-868
刊行年月	2012-12
言語	英語
ハンドルURL	https://hdl.handle.net/11094/23422
DOI	https://doi.org/10.18910/23422
PISSN	00306126
NCID	AA00765910
アクセス権	open access
出版タイプ	Version of Record
カテゴリ	紀要論文 Departmental Bulletin Paper
カテゴリ	Osaka Journal of Mathematics / Volume 49, Number 4　(2012-12）

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. 2012, 49(4), p. 853-868
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
DC.type' scheme='DCTERMS.DCMIType	text
DCTERMS.issued' scheme='DCTERMS.W3CDTF	2012-12
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	10.18910/23422
DC.format	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_public_url	https://hdl.handle.net/11094/23422
citation_doi_detail	10.18910/23422
citation_doi	https://doi.org/10.18910/23422