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rainbow
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by rainbow » Sat Feb 21, 2015 12:37 pm
Let W(t,ε) be the ε -Wiener sausage, i.e., the ε -neighborhood of the trace of the Brownian motion up to time t . It is shown that the results of Donsker and Varadhan on the behavior of E(exp(−ν|W(t,ε)|)),ν>0 , remain true if ε depends on t and converges to 0 with a certain rate.
http://projecteuclid.org/euclid.aop/1176990633
Discuss.
I call bullshit - Alfred E Einstein
BArF−4
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rainbow
- Posts: 13760
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Where ever you are, Goethe was a Poet.
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by rainbow » Sat Feb 21, 2015 12:55 pm
Could this be considered an example of Brownian Motion?
I call bullshit - Alfred E Einstein
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Rum
- Absent Minded Processor
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by Rum » Sat Feb 21, 2015 1:02 pm
It certainly looks like a few motions I have produced in my time..
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piscator
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by piscator » Sat Feb 21, 2015 4:16 pm
rainbow wrote:Let W(t,ε) be the ε -Wiener sausage, i.e., the ε -neighborhood of the trace of the Brownian motion up to time t . It is shown that the results of Donsker and Varadhan on the behavior of E(exp(−ν|W(t,ε)|)),ν>0 , remain true if ε depends on t and converges to 0 with a certain rate.
http://projecteuclid.org/euclid.aop/1176990633
Discuss.
What happens if ε is a symptote?
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rainbow
- Posts: 13760
- Joined: Fri Jun 08, 2012 8:10 am
- About me: Egal wie dicht du bist, Goethe war Dichter
Where ever you are, Goethe was a Poet.
- Location: Africa
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Contact:
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by rainbow » Sun Feb 22, 2015 12:15 pm
piscator wrote:rainbow wrote:Let W(t,ε) be the ε -Wiener sausage, i.e., the ε -neighborhood of the trace of the Brownian motion up to time t . It is shown that the results of Donsker and Varadhan on the behavior of E(exp(−ν|W(t,ε)|)),ν>0 , remain true if ε depends on t and converges to 0 with a certain rate.
http://projecteuclid.org/euclid.aop/1176990633
Discuss.
What happens if ε is a symptote?
God.
I call bullshit - Alfred E Einstein
BArF−4
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