next up previous
Next: Large deviations Up: Fluctuations of the Wiener Previous: The Wiener sausage

Strong law and central limit theorem

A lot is known about the behaviour of the volume of $ W^a(t)$ as $ t \to \infty$. For instance,

$ E\vert W^a(t)\vert \sim
\left\{\begin{array}{ll}
\sqrt{8t/\pi} &(d=1)\\
2\pi t/\log t &(d=2)\\
\kappa_a t &(d \geqslant 3)
\end{array}\right.
$ (2)

with $ \kappa_a = a^{d-2}2\pi^{d/2}/\Gamma(\frac{d-2}{2})$ the Newtonian capacity of $ B_a(0)$ (associated with the Green's function of $ (-\Delta/2)^{-1}$) and

$ Var \vert W^a(t)\vert \asymp
\left\{\begin{array}{ll}
t &(d=1)\\
t^2/\log^4 t &(d=2)\\
t \log t &(d=3)\\
t &(d \geqslant 4)
\end{array}\right.
$ (3)

(Spitzer [6], Le Gall [4]). Moreover, $ \vert W^a(t)\vert$ satisfies the strong law and the central limit theorem for $ d \geqslant 2$; the limit law is Gaussian for $ d \geqslant 3$ and non-Gaussian for $ d=2$ (Le Gall [5]).

Note that for $ d \geqslant 2$ the Wiener sausage is a sparse object: since the Brownian motion typically travels a distance $ \sqrt{t}$ in each direction, (2) shows that most of the space in the convex hull of $ W^a(t)$ is not covered.