Convergence of the Normalized One-Dimensional Wiener Sausage Path Measures to a Mixture of Brownian Taboo Processes

Uwe Schmock

Keywords: large deviations, Brownian motion, weak convergence, one-dimensional Wiener sausage, Brownian taboo process

2010 Mathematics Subject Classification:

• 60F05 Central limit and other weak theorems
• 60F10 Large deviations
• 60J65 Brownian motion

Reference: Stochastics and Stochastic Reports 29 (1990) 171-183.

DOI: 10.1080/17442509008833612

Please send comments and suggestions to Uwe Schmock, email: schmock@fam.tuwien.ac.at. Last update: June 14, 2003