Abstract
We consider the generating function {Mathematical expression} of the voltime of the Wiener sausage C?(t), which is the e-neighbourhood of the Wiener path in the time interval [0, t]. For ?<0, the limiting behavior for t?8, up to logarithmic equivalence, had been determined in a celebrated work of Donsker and Varadhan. For ?>0 it had been investigated by van den Berg and Tóth, but in contrast to the case ?<0, there is no simple expression for the exponential rate known. We determine the asymptotic behaviour of this rate for small and large ?. © 1984 Springer-Verlag.
Original language | English |
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Pages (from-to) | 389-397 |
Number of pages | 9 |
Journal | Probability Theory and Related Fields |
Volume | 99 |
Issue number | 3 |
DOIs | |
Publication status | Published - Sept 1994 |
Keywords
- Mathematics Subject Classification (1994): 60J65, 60F10, 60J45