DOCSLIB.ORG

On the Volume of the Supercritical Super-Brownian Sausage

Total Page：16

File Type：pdf, Size：1020Kb

Download full-text PDF Read full-text
On the Volume of the Supercritical Super-Brownian Sausage On the volume of the sup ercritical sup er-Brownian sausage conditioned on survival János Engländer Weierstrass Institute for AppliedAnalysis and Stochastics Mohrenstrasse 39 D-10117 Berlin, Germany E-mail: englaend @w ia s- ber li n. de URL: http://ww w.w ia s- be rli n. de / englaend WIAS preprint No. 491 of May 10, 1999 AMS classication : primary 60J80; secondary 60J65, 60D05 Keywords : sup er-Brownian motion, sup er-Brownian sausage, branching Brow- nian motion, branching Brownian sausage, Poissonian traps, hard obstacles. Running head: Sup er-Brownian sausage Supp orted by the grant for The Europ ean Union TMR Programme Pro ject ERBF MRX CT 960075A, Sto chastic Analysis and its Applications, via Humb oldt University, Berlin. Abstract Let and b e p ositive constants. Let X b e the sup ercritical sup er-Brownian 1 2 d motion corresp onding to the evolution equation u = + u u in R and let t 2 Z b e the binary branching Brownian-motion with branching rate .For t 0,let S t R(t)= supp (X (s)), that is R(t) is the (accumulated) supp ort of X up to time t. s=0 S a a For t 0 and a>0, let R (t)= B (x; a): We call R (t) the super-Brownian x2R(t) sausage corresp onding to the sup ercritical sup er-Brownian motion X .For t 0,let S t ^ ^ R (t)= supp (Z (s)), that is R(t) is the (accumulated) supp ort of Z up to time s=0 S a a ^ ^ t.For t 0 and a>0, let R (t)= B (x; a): Wecall R (t) the branching x2R(t) Brownian sausage corresp onding to Z . In this pap er weprovethat 1 1 a a ^ ^ log E log E [exp ( jR (t)j)j X survives ] = lim exp( jR (t)j)= ; lim 0 0 t!1 t!1 t t for all d 2 and all a; ; > 0. 1 1 Intro duction and main results. In the classic pap er [DV 75], Donsker and Varadhan describ ed the asymptotic b e- haviour of the volume of the so-called `Wiener-sausage'. If W denotes the Wiener- pro cess in d-dimension, then for t>0, [ a B (W (s);a) (1.1) W = t 0st is called the Wiener-sausage up to time t,whereB (x; a) denotes the closed ball with d a a radius a centered at x 2 R . Let us denote by jW j the d-dimensional volume of W . t t a j ob eys By the classical result of Donsker and Varadhan, the Laplace-transform of jW t the following asymptotics: d=(d+2) a lim t log E exp ( jW j)= c(d; );>0 (1.2) 0 t t!1 for any a>0 where d=(d+2) d +2 2 d 2=(d+2) c(d; )= ; 2 d 1 and is the lowest eigenvalue of for the d-dimensional sphere of unit volume d 2 with Dirichlet b oundary condition. The lower estimate for (1.2) had b een known by Kac and Luttinger (see [KL 74]), and in fact the upp er estimate turned out to b e much harder. This latter one was obtained in [DV 75] by using techniques from the theory of large deviations. d Note, that if P denotes the law of the Poisson p oint pro cess ! on R with intensity dl (l is the Leb esgue-measure), >0 and with exp ectation E (in the notation we suppress the dep endence on ), and 8 9 < = [ T := inf s 0;W(s) 2 B (x ;a) ; 0 i : ; x 2supp(! ) i then a E exp ( jW j)= E P (T >t); for t> 0: (1.3) 0 0 0 t Denition 1 The random set [ K := B (x ;a) i x 2supp(! ) i is called a trap conguration (or hard obstacle) attached to ! . Remark 1 In the sequel we will identify ! with K ,thatisan ! -wise statementwill mean that it is true for all trap congurations (with a xed). a By (1.3), the lawofjW j can b e expressed in terms of the `annealed' or `averaged' t probabili ties that the Wiener-pro cess avoids the Poissonian traps of size a up to time t. Using this interpretation of the problem, Sznitman [Sz 98] presented an alternative pro of for (1.2). His metho d, called the `enlargement of obstacles' turned out to b e extremely useful and resulted in a whole array of results concerning similar questions (see [Sz 98 ], and references therein). Another research area, the b ehavior of a class of measure-valued pro cesses called superprocesses has also b een extensively studied bynumerous authors in the past three decades (see e.g. [D 93], [Dy 93 ], and references therein). 2 + d d + (R ) will denote the space of nonnegative, Notation 1 In the sequel C (R ) and C c b d b ounded, continuous functions on R and the space of nonnegative, continuous func- d d d tions with compact supp ort in R resp ectively. M (R ) and N (R ) will denote the F d space of nite measures and the space of discrete measures on R resp ectively. Denition 2 Let >0 and b e constants. One can dene a unique contin- d uous measure-valued Markov pro cess X which satises for any 2M (R ) and F + d g 2 C (R ), b Z E exp ( <X(t);g >) = exp u(x; t) (dx) ; d R where u(x; t) is the minimal nonnegative solution to 1 2 d u + u u ; (x; t) 2 R (0; 1); u = t (1.4) 2 d lim u(x; t)= g (x);x2 R : t!0 1 d Wecall X an ( ; ; ; R )-superprocess (see [P 96], [EP 97 ]). 2 X is also called a sup ercritical (resp. critical, sub critical) super-Brownian motion (SBM) for p ositive (resp. zero, negative) . The size of the supp ort for sup er-Brownian motions has b een investigated in a numb er of research pap ers (see e.g. [I 88], [P 95b ], [De 99], [T 94]). Results has b een obtained concerning the radius of the supp ort (that is the radius of the smallest ball centered at the origin and containing the supp ort) in [I 88] and [P 95b ]; the volume of the -neighb orho o d of the range up to t>0 is studied in [De 99 ] and [T 94]. Note that in [I 88], [De 99] and [T 94] the sup er-Brownian motion is critical; [P 95b ] is one of the few articles in the literature which treat the sup ercritical case. In the lightofthesetwo mathematical topics, it seems quite natural to ask whether a similar asymptotics to (1.2) can b e obtained for sup erpro cesses. In this pap er we will prove an analogous result to (1.2) replacing W by a sup ercritical sup er-Brownian 1 d motion, X . In the sequel X will denote the ( ; ; ; R )-sup erpro cess and will b e 2 assumed to b e p ositive. We will denote the corresp onding probabili ties by fP ; 2 d M (R )g. Note that X will b ecome extinct with p ositive probability and in fact (see F formula 1.4 in [P 96 ]), = P (X (t) = 0 for all t large ) = e : (1.5) x d Notation 2 In the sequel we will use the notations S = fX (t; R ) > 0 for all t>0g c and E = S , and will call the events S and E survival and extinction. We will need the following result concerning extinction (for the pro of see [EP 97, pro of of Theorem 3.1]). d d 1 Prop osition 1 If fP ; 2M (R )g correspond to the ( ; ; ; R )-superprocess, F 2 d d 1 then fP (j E ); 2M (R )g correspond to the ( ; ; ; R )-superprocess. F 2 Analogously to (1.1) wemake the following denition. 3 S t supp (X (s)), that is R(t) is the (accumulated) Denition 3 For t 0,let R(t)= s=0 supp ort of X up to time t. Note that R(t) is a.s. compact whenever supp (X (0)) is compact (see [EP 97]). For t 0 and a>0,let [ a d R (t)= B (x; a)=fx 2 R j dist (x; R(t)) ag: (1.6) x2R(t) a We call R (t) the super-Brownian sausage corresp onding to the sup ercritical sup er- Brownian motion X . a By the rightmost expression in (1.6) it is clear that also R (t) is compact P -a.s. whenever supp () is compact and thus it has a nite volume (Leb esgue measure) in d a R P -a.s. Let us denote this (random) volume by jR (t)j. Note, that if denotes d extinction time, that is = inf ft> 0 j X (t; R )= 0g; then a a 9l := lim E (exp( jR (t)j) j E )=E exp ( jR ( )j); 0 0 t!1 and l 2 (0; 1). Therefore , we are interested in the long-time b ehaviour of a [exp ( jR (t)j) j S ]: E 0 Our main result is as follows. Theorem 1 Let >0 be xed. Then 1 a lim log E [exp ( jR (t)j) j S ]= ; (1.7) 0 t!1 t for al l d 2 and al l a; ; > 0 . It is interesting that, unlike in (1.2), the scaling is indep endentofd and the limit is indep endentofd and .
Load more

Recommended publications
  • A Guide to Brownian Motion and Related Stochastic Processes
    Vol. 0 (0000) A guide to Brownian motion and related stochastic processes Jim Pitman and Marc Yor Dept. Statistics, University of California, 367 Evans Hall # 3860, Berkeley, CA 94720-3860, USA e-mail: [email protected] Abstract: This is a guide to the mathematical theory of Brownian mo- tion and related stochastic processes, with indications of how this theory is related to other branches of mathematics, most notably the classical the- ory of partial differential equations associated with the Laplace and heat operators, and various generalizations thereof. As a typical reader, we have in mind a student, familiar with the basic concepts of probability based on measure theory, at the level of the graduate texts of Billingsley [43] and Durrett [106], and who wants a broader perspective on the theory of Brow- nian motion and related stochastic processes than can be found in these texts. Keywords and phrases: Markov process, random walk, martingale, Gaus- sian process, L´evy process, diffusion. AMS 2000 subject classifications: Primary 60J65. Contents 1 Introduction................................. 3 1.1 History ................................ 3 1.2 Definitions............................... 4 2 BM as a limit of random walks . 5 3 BMasaGaussianprocess......................... 7 3.1 Elementarytransformations . 8 3.2 Quadratic variation . 8 3.3 Paley-Wiener integrals . 8 3.4 Brownianbridges........................... 10 3.5 FinestructureofBrownianpaths . 10 arXiv:1802.09679v1 [math.PR] 27 Feb 2018 3.6 Generalizations . 10 3.6.1 FractionalBM ........................ 10 3.6.2 L´evy’s BM . 11 3.6.3 Browniansheets ....................... 11 3.7 References............................... 11 4 BMasaMarkovprocess.......................... 12 4.1 Markovprocessesandtheirsemigroups. 12 4.2 ThestrongMarkovproperty. 14 4.3 Generators .............................
    [Show full text]
  • Lifschitz Tail and Wiener Sausage, I
    View metadata, citation and similar papers at core.ac.uk brought to you by CORE provided by Elsevier - Publisher Connector IOURNAL OF FUNCTIONAL ANALYSIS 94, 223-246 (1990) Lifschitz Tail and Wiener Sausage, I ALAIN-SOL SZNITMAN* Couranr Institute of Mathematical Sciences, 251 Mercer Street, Nent York, New York lOOI Communicated by L. Gross Received January 3, 1989 0. INTRODUCTION Consider a random distribution of obstacles on W”, da 1, given by a Poisson cloud of points, of intensity v d.u, v > 0, which are the centers of balls of radius c1> 0, constituting the obstacles. One can look at the sequence of random eigenvalues of - $A in the ball B, centered at the origin with large radius ZV,when imposing Dirichlet boundary conditions on the obstacles intersecting B,, as well as on c?B,. If one divides by IBNI, the volume of B,, the empirical measure based on this infinite sequence of eigenvalues, it is known, see [l] for a review, that this new sequence of measures on [0, co) almost surely converges vaguely to a deterministic measure I on [0, co) called density of states, with Laplace transform L(t)= (2wsd” E&[exp{ -v 1W;l}] for t >O. (0.1) Here E& stands for Brownian bridge in time t expectation, and WY= UO<S<tB(X,, a) is the Wiener sausage of radius a of our Brownian bridge X. The study of small eigenvalues, and consequently that of I( [0, 11) for small 1 is of special interest, for it involves the collective behavior of the obstacles.
    [Show full text]
  • Random Walk Intersections Large Deviations and Related Topics
    Mathematical Surveys and Monographs Volume 157 Random Walk Intersections Large Deviations and Related Topics Xia Chen American Mathematical Society http://dx.doi.org/10.1090/surv/157 Random Walk Intersections Large Deviations and Related Topics Mathematical Surveys and Monographs Volume 157 Random Walk Intersections Large Deviations and Related Topics Xia Chen American Mathematical Society Providence, Rhode Island EDITORIAL COMMITTEE Jerry L. Bona Michael G. Eastwood Ralph L. Cohen, Chair J. T. Stafford Benjamin Sudakov 2000 Mathematics Subject Classification. Primary 60F05, 60F10, 60F15, 60F25, 60G17, 60G50, 60J65, 81T17, 82B41, 82C41. This work was supported in part by NSF Grant DMS-0704024 For additional information and updates on this book, visit www.ams.org/bookpages/surv-157 Library of Congress Cataloging-in-Publication Data Chen, Xia, 1956– Random walk intersections : large deviations and related topics / Xia Chen. p. cm.— (Mathematical surveys and monographs ; v. 157) Includes bibliographical references and index. ISBN 978-0-8218-4820-3 (alk. paper) 1. Random walks (Mathematics) 2. Large deviations. I. Title. QA274.73.C44 2009 519.282–dc22 2009026903 Copying and reprinting. Individual readers of this publication, and nonprofit libraries acting for them, are permitted to make fair use of the material, such as to copy a chapter for use in teaching or research. Permission is granted to quote brief passages from this publication in reviews, provided the customary acknowledgment of the source is given. Republication, systematic copying, or multiple reproduction of any material in this publication is permitted only under license from the American Mathematical Society. Requests for such permission should be addressed to the Acquisitions Department, American Mathematical Society, 201 Charles Street, Providence, Rhode Island 02904-2294 USA.
    [Show full text]
  • Wiener Sausage and Self-Intersection Local Times
    JOURNAL OF FUNCTIONAL ANALYSIS 88, 299-341 (1990) Wiener Sausage and Self-Intersection Local Times JEAN-FRANCOIS LE GALL Lahoratoire de ProhahilitPs, UniversirP Pierre et Marie Curie, 4, Place Jussieu, low 56, F-75252 Paris Cede-x OS, France Convnunicated hy Paul Malliut:in Received November 1987 Let B = (B,, t > 0) be a standard Brownian motion in iw’. For every E S- 0 and every compact subset K of R’, the Wiener sausage of radius E associated with K is defined as the union of the sets B, + EK, s E [0, I]. The present paper gives full asymptotic expansions for the area of the Wiener sausage, when the radius F goes to 0. The kth term of the expansion is of order llog CJ li and involves a random variable which measures the number of k-multiple self-intersections of the process. Such random variables are called (renormalized) self-intersection local times and have been recently introduced and studied by E. B. Dynkin. A self-contained con- struction of these local times is given, together with a number of new approxima- tions. ( 1990 Academx Press, Inc. 1. INTRODUCTION Let B= (B,, t 2 0) be standard Brownian motion in Iw’. For every integer k > 1, the process B has points of multiplicity k. Recently several authors, including Dynkin [(i9], Rosen and Yor [20], and Rosen [19], have proposed different methods of defining functionals associated with k-multiple points, sometimes called renormalized self-intersection local times. The purpose of the present paper is both to give an elementary self-contained construction of some of Dynkin’s functionals and to apply this construction to the asymptotics of the planar Wiener sausage.
    [Show full text]
  • Brownian Motion in a Brownian Crack
    THE ANNALS OF APPLIED PROBABILITY 8(3), 708–748 (1998) BROWNIAN MOTION IN A BROWNIAN CRACK Krzysztof Burdzy Davar Khoshnevisan Abstract.LetD be the Wiener sausage of width ε around two-sided Brownian motion. The components of 2-dimensional reflected Brownian motion in D con- verge to 1-dimensional Brownian motion and iterated Brownian motion, resp., as ε goes to 0. 1. Introduction. Our paper is concerned with a model for a diffusion in a crack. This should not be confused with the “crack diffusion model” introduced by Chudnovsky and Kunin (1987) which proposes that cracks have the shape of a diffusion path. The standard Brownian motion is the simplest of models proposed by Chudnovsky and Kunin. An obvious candidate for a “diffusion in a Brownian crack” is the “iterated Brownian motion” or IBM (we will define IBM later in the introduction). The term IBM has been coined in Burdzy (1993) but the idea is older than that. See Burdzy (1993, 1994) and Khoshnevisan and Lewis (1997) for the review of literature and results on IBM. The last paper is the only article known to us which considers the problem of diffusion in a crack; however the results in Khoshnevisan and Lewis (1997) have considerably different nature from our own results. There are many papers devoted to diffusions on fractal sets, see, e.g., Barlow (1990), Barlow and Bass (1993, 1997) and references therein. Diffusions on fractals are often constructed by an approximation process, i.e., they are first constructed on an appropriate ε-enlargement of the fractal set and then a limit is obtained as the width ε goes to 0.
    [Show full text]
  • Frank L. Spitzer
    NATIONAL ACADEMY OF SCIENCES F R A N K L UDVI G Sp ITZER 1926—1992 A Biographical Memoir by H A R R Y KESTEN Any opinions expressed in this memoir are those of the author(s) and do not necessarily reflect the views of the National Academy of Sciences. Biographical Memoir COPYRIGHT 1996 NATIONAL ACADEMIES PRESS WASHINGTON D.C. Courtesy of Geoffrey Grimmett FRANK LUDVIG SPITZER July 24, 1926–February 1, 1992 BY HARRY KESTEN RANK SPITZER WAS A highly original probabilist and a hu- Fmorous, charismatic person, who had warm relations with students and colleagues. Much of his earlier work dealt with the topics of random walk and Brownian motion, which are quite familiar to probabilists. Spitzer invented or devel- oped quite new aspects of these, such as fluctuation theory and potential theory of random walk (more about these later); however, his most influential work is undoubtedly the creation of a good part of the theory of interacting particle systems. Through the many elegant models that Frank constructed and intriguing phenomena he demon- strated, a whole new set of questions was raised. These have attracted and stimulated a large number of young probabi- lists and have made interacting particle systems one of the most exciting and active subfields of probability today. Frank Spitzer was born in Vienna, Austria, on July 24, 1926, into a Jewish family. His father was a lawyer. When Frank was about twelve years old his parents sent him to a summer camp for Jewish children in Sweden. Quite possi- bly the intention of this camp was to bring out Jewish chil- dren from Nazi-held or Nazi-threatened territory.
    [Show full text]
  • Wiener Sausage and Sensor Networks
    Wiener sausage and sensor networks Evgeny Spodarev Joint research with R. Cerˇ ny, D. Meschenmoser, S. Funken, J. Rataj and V. Schmidt Evgeny Spodarev, St. Petersburg, 2.04.2010 – p.1 Overview Sensor networks Wiener sausage Mean volume and surface area Almost sure approximation and convergence of curvature measures Boolean model of Wiener sausages Capacity functional and volume fraction Contact distribution function and covariance function Specific surface area Outlook Evgeny Spodarev, St. Petersburg, 2.04.2010 – p.2 Motivation: sensor networks Finding an object in a medium using a totally random strategy (G. Kesidis et al. (2003), S. Shakkottai (2004)): a set of sensors with reach r > 0 move randomly in the medium. Target detection area of a sensor = Wiener sausage Sr Paths of two sensors with reach r = 20 and their target detection areas Evgeny Spodarev, St. Petersburg, 2.04.2010 – p.3 Motivation: sensor networks Sensor network: Sensors are located “at random” in space moving according to the Brownian motion. Target detection area of such network: the Boolean model of Wiener sausages E Target detection probability: p = 1 e−λ jSrj, where λ is the − intensity of the Poisson process of initial positions of sensors and E S is the mean volume of the Wiener sausage j rj Other specific intrinsic volumes? = find other mean intrinsic ) volumes of Sr E.g., the mean surface area E d−1(@S ) H r Evgeny Spodarev, St. Petersburg, 2.04.2010 – p.4 Polyconvex sets and sets of positive reach Polyconvex sets: K = n K , where K are convex bodies. [i=1 i i Sets of positive reach: For a closed subset A Rd, define ⊆ reach A = sup r 0 : x Rd; ∆ (x) < r = card Σ (x) = 1 ; f ≥ 8 2 A ) A g where ∆ (x) is the distance from x Rd to A and A 2 Σ (x) = a A : x a = ∆ (x) A f 2 j − j A g is the set of all metric projections of x on A.
    [Show full text]
  • Brownian Motion Peter Morters and Yuval Peres Index More Information
    Cambridge University Press 978-0-521-76018-8 - Brownian Motion Peter Morters and Yuval Peres Index More information Index adapted, 37 zero set, 48 additive functional, 95 Brownian scaling, 13 Adelman, Omer, 94, 150, 322, 326 Burdzy, Krzysztof, 94, 150, 326, 345, 384 almost surely, 8 Burkholder–Davis–Gundy inequality, 64 arcsine law generalised, 223 Cameron–Martin theorem, 25 for the last sign-change, 136 Cantor set for the last zero, 136 Hausdorff dimension, 115 for the position of the maximum, 136 Minkowski dimension, 115 for the time spent above zero, 137, 215 capacity Azéma–Yor embedding theorem, 129 α-capacity, 113, 234 general definition, 234 Bachelier, Louis, 33 Newtonian, 113 ballot problem, 63 of an edge, 358 Bessel process, 64 Riesz, 113 two-dimensional, 171 Cauchy process, 52 Blumenthal’s 0-1 law, 38 compactness argument, 359 bounded variation, 22 conditional expectation, 48 Brown, Robert, 33 conformal invariance, 5, 202 Brownian bridge, 30, 61, 285 continuity Brownian excursion, 244 Lévy’s modulus, 16 Brownian frontier, see outer boundary local Hölder, 17 Brownian hull, 329 convergence in distribution, 346 Brownian motion convolution, 46 area, 46 cooling, 214 conformal invariance, 202 countable stability property, 97 d-dimensional, 36 countable subadditivity, 100 definition, 7 covering, 96 fractional, 34 cut line, 150 graph, 102 cut point, 150, 328, 344 image, 102 cutset, 359 inifinite multiplicity, 385 Lévy’s construction, 9 Davis, Burgess, 34, 64, 222, 307, 326 linear, 7 derivative monotonicity, 18 upper and lower, 19 non-colliding,
    [Show full text]
  • On the Informational Structure in Optimal Dynamic Stochastic Control
    ON THE INFORMATIONAL STRUCTURE IN OPTIMAL DYNAMIC STOCHASTIC CONTROL SAUL JACKA AND MATIJA VIDMAR Abstract. We formulate a very general framework for optimal dynamic stochastic control prob- lems which allows for a control-dependent informational structure. The issue of informational consistency is investigated. Bellman's principle is formulated and proved. In a series of related results, we expound on the informational structure in the context of (completed) natural filtrations of stochastic processes. 1. Introduction 1.1. Motivation and overview of results. Optimal dynamic stochastic control, is stochastic, in the sense that the output of the system is random; optimal in that the goal is optimization of some expectation; and it is dynamic, in that the control is adapted to the current and past state of the system. In general, however, the controller in a dynamic stochastic control problem can observe only some of the information which is being accumulated; and what is observed may vary, depending on the chosen control. It is reasonable, therefore, to insist that all admissible controls (when regarded as processes) are adapted (or even predictable with respect) to a control-dependent-information-flow that is being acquired by the controller. Some (informal) examples follow. Example 1.1. Job hunting. Consider an employee trying to optimize her choice of employer. The decision of whether or not, and where to move, will be based on the knowledge of the qualities of the various potential employers, this knowledge itself depending on her previous employments. Example 1.2. Quality control in a widget production line. A fault with the line may cause all the widgets from some time onwards to be faulty.
    [Show full text]
  • Random Processes and Systems
    Random Processes and Systems GCOE conference Organizer: T. Kumagai (Kyoto) DATES: February 16 (Mon.) – 19 (Thur.), 2009 PLACE: Room 110, Bldg. No 3, Department of Math., Kyoto University Program February 16 (Mon.) 10:00–10:50 G. Grimmett (Cambridge) The quantum Ising model via stochastic geometry 10:50–11:00 Tea Break 11:00–11:50 T. Hara (Kyushu) Q-lattice animals: a model which interpolates lattice animals and percolation 13:20–13:50 B. Graham (UBC) Influence and statistical mechanics 14:00–14:30 R. Fukushima (Kyoto) Brownian survival and Lifshitz tail in perturbed lattice disorder 14:30–14:50 Tea Break 14:50–15:40 R.W. van der Hofstad (TUE) Incipient infinite clusters in high-dimensions 16:00–16:50 G. Slade (UBC) Random walks and critical percolation February 17 (Tue.) 10:00–10:50 A.S. Sznitman (ETH) Disconnection of discrete cylinders and random interlacements 10:50–11:00 Tea Break 11:00–11:50 D. Croydon (Warwick) Random walks on random paths and trees 13:20–13:50 J. Goodman (UBC) Exponential growth of ponds in invasion percolation 14:00–14:50 M.T. Barlow (UBC) Convergence of random walks to fractional kinetic motion 14:50–15:10 Tea Break 15:10–16:00 A. Nachmias (Microsoft) The Alexander-Orbach conjecture holds in high dimensions 16:10–17:00 G. Kozma (Weizmann) Arm exponents for high-d percolation 18:30–20:30 Conference Dinner at Ganko Takasegawa Nijoen February 18 (Wed.) 10:00–10:50 T. Funaki (Tokyo) Scaling limits for weakly pinned random walks with two large deviation minimizers 10:50–11:00 Tea Break 11:00–11:50 H.
    [Show full text]
  • Approximations of the Wiener Sausage and Its Curvature
    The Annals of Applied Probability 2009, Vol. 19, No. 5, 1840–1859 DOI: 10.1214/09-AAP596 c Institute of Mathematical Statistics, 2009 APPROXIMATIONS OF THE WIENER SAUSAGE AND ITS CURVATURE MEASURES By Jan Rataj1, Evgeny Spodarev and Daniel Meschenmoser Charles University, Ulm University and Ulm University A parallel neighborhood of a path of a Brownian motion is some- times called the Wiener sausage. We consider almost sure approxi- mations of this random set by a sequence of random polyconvex sets and show that the convergence of the corresponding mean curvature measures holds under certain conditions in two and three dimensions. Based on these convergence results, the mean curvature measures of the Wiener sausage are calculated numerically by Monte Carlo simu- lations in two dimensions. The corresponding approximation formu- lae are given. 1. Introduction. Although the path of the Brownian motion is a ran- dom fractal set, the boundary of its parallel neighborhood of radius r (also called the Wiener sausage) is a Lipschitz manifold and the closure of the complement to the parallel neighborhood has positive reach for almost all r> 0, at least in dimensions two and three; see [5]. Due to this fact, curva- ture measures of the Wiener sausage, including its volume, surface area and Euler–Poincar´echaracteristic, can be introduced, as in [13]. Since the 1930s, much attention has been paid to the computation of the mean volume of the Wiener sausage; see [8, 16] and [1]. Recently, its mean surface area was obtained in [12]. The same result was re-established, using different tools, in [9].
    [Show full text]
  • Large Deviations for the Wiener Sausage
    LARGE DEVIATIONS FOR THE WIENER SAUSAGE Frank den Hollander Leiden University, The Netherlands Large Deviation Theory in Statistical Physics, ICTS Bangalore, 30 + 31 August 2017 x OUTLINE The focus in these pedagogical lectures is on the Wiener sausage: [ Wt = B1(βs); t ≥ 0: s2[0;t] d Here,( βs)s≥0 is Brownian motion on R , and B1(x) is the d closed ball of radius1 centred at x 2 R . Lecture 1: Basic facts, LLN, CLT, LDP Lecture 2: Sketch of the proof of the LDP: skeleton approach LECTURE 1 Basic facts, LLN, CLT, LDP x WIENER SAUSAGE d Let β = (βs)s≥0 be Brownian motion on R , i.e., the continuous-time Markov process with generator∆ (the Laplace operator). Write Px to denote the law of β starting from x, and put P = P0. The Wiener sausage at time t is the random set [ Wt = B1(βs); t ≥ 0; s2[0;t] i.e., the Brownian motion drags around a ball of radius1, which traces out a sausage-like environment. Mark Kac 1974 The Wiener sausage is an important object because it is one of the simplest examples of a non-Markovian functional of Brownian motion. It plays a key role in the study of various stochastic phenomena: { heat conduction { trapping in random media { spectral properties of random Schr¨odingeroperators { Bose-Einstein condensation We will look at two specific quantities: Vt = Vol(Wt); Ct = Cap(Wt): Here, Vol stands for volume and Cap for capacity. Only the case d ≥ 2 is interesting. I The volume plays a role in trapping phenomena.
    [Show full text]