Approximations of the Wiener sausage and its curvature measures

Citation
Rataj, Jan et al., Approximations of the Wiener sausage and its curvature measures, Annals of applied probability , 19(5), 2009, pp. 1840-1859
ISSN journal
10505164
Volume
19
Issue
5
Year of publication
2009
Pages
1840 - 1859
Database
ACNP
SICI code
Abstract
A parallel neighborhood of a path of a Brownian motion is sometimes called the Wiener sausage. We consider almost sure approximations 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 simulations in two dimensions. The corresponding approximation formulae are given.