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On the volume of intersection of three independent Wiener sausages

M. van den Berg — 2010

Annales de l'I.H.P. Probabilités et statistiques

Let be a compact, non-polar set in ℝ, ≥3 and let ()={ ()+: 0≤≤, ∈} be Wiener sausages associated to independent brownian motions , =1, 2, 3 starting at 0. The expectation of volume of ⋂=13 () with respect to product measure is obtained in terms of the equilibrium measure of in the limit of large .

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