arXiv Analytics

Sign in

arXiv:math/0405413 [math.PR]AbstractReferencesReviewsResources

Strong approximations of three-dimensional Wiener sausages

Endre Csáki, Yueyun Hu

Published 2004-05-21Version 1

In this paper we prove that the centered three-dimensional Wiener sausage can be strongly approximated by a one-dimensional Brownian motion running at a suitable time clock. The strong approximation gives all possible laws of iterated logarithm as well as the convergence in law in terms of process for the normalized Wiener sausage. The proof relies on Le Gall's estimates between the Wiener sausage and the Brownian intersection local times.

Related articles: Most relevant | Search more
arXiv:math/0610521 [math.PR] (Published 2006-10-17)
On the rates of the other law of the logarithm
arXiv:2010.14582 [math.PR] (Published 2020-10-27)
Jackson network in a random environment: strong approximation
arXiv:2006.04378 [math.PR] (Published 2020-06-08)
Strong approximation of particular one-dimensional diffusions