Omer Angel, Weizmann Institute of Science Itai Benjamini, Weizmann Institute of Science Yuval Peres, University of California, Berkeley
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.
I. Benjamini, R. Pemantle and Y. Peres (1995),
Martin capacity for Markov chains.
Ann. Probab. 23, 1332-1346.
Math. Review 99g:60098
K. Ito and H. P. McKean (1974),
Diffusion Processes and Their Sample Paths,
Second printing. Springer-Verlag.
Math. Review 49 #9963
F. Spitzer (1964),
Electrostatic capacity, heat flow, and Brownian motion.
Z. Wahrschein. Verw. Gebiete 3, 110--121.
Math. Review 30 #2562
A. S. Sznitman (1998),
Brownian motion, Obstacles and Random Media.
Springer Monographs in Mathematics. Springer-Verlag, Berlin.
Math. Review 1 717 054