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Wiener sausage volume moments

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Abstract

The statistical characteristics of a spatial region visited by a spherical Brownian particle during timet (Wiener sausage) are investigated. The expectation value and dispersion of this quantity are obtained for a space of arbitrary dimension. In the one-dimensional case the distribution of probability density and the moments of any order are determined for this quantity.

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Berezhkovskii, A.M., Makhnovskii, Y.A. & Suris, R.A. Wiener sausage volume moments. J Stat Phys 57, 333–346 (1989). https://doi.org/10.1007/BF01023647

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  • DOI: https://doi.org/10.1007/BF01023647

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