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arXiv 0910.3841math.PR
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Wiener香肠及其曲率测度的逼近

Approximations of the Wiener sausage and its curvature measures

Jan Rataj, Evgeny Spodarev, Daniel Meschenmoser

摘要:

布朗运动路径的平行邻域有时被称为维纳香肠。我们认为几乎肯定的随机集的随机多凸集序列的逼近,并表明,相应的中曲率措施的收敛在一定的条件下,在二维和三维。基于这些收敛结果,维纳香肠的中曲率措施的数值计算的Monte Carlo模拟在二维。给出了相应的近似公式。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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