Abstract
Let $B(t)$ denote Brownian motion in $R^d$. It is a classical fact that for any Borel set $A$ in $R^d$, the volume $V_1(A)$ of the Wiener sausage $B[0,1]+A$ has nonzero expectation iff $A$ is nonpolar. We show that for any nonpolar $A$, the random variable $V_1(A)$ is unbounded.
Citation
Omer Angel. Itai Benjamini. Yuval Peres. "A Large Wiener Sausage from Crumbs." Electron. Commun. Probab. 5 67 - 71, 2000. https://doi.org/10.1214/ECP.v5-1019
Information
