# Wiener sausage

*For the food sometimes called a Wiener (sausage), see hot dog or Vienna sausage.*

In the mathematical field of probability, the **Wiener sausage** is a neighborhood of the trace of a Brownian motion up to a time *t*, given by taking all points within a fixed distance of Brownian motion. It can be visualized as a sausage of fixed radius whose centerline is Brownian motion. The Wiener sausage was named after Norbert Wiener by M. D. Donsker and S. R. Srinivasa Varadhan (1975) because of its relation to the Wiener process; the name is also a pun on Vienna sausage, as "Wiener" means "Viennese" in German.

The Wiener sausage is one of the simplest non-Markovian functionals of Brownian motion. Its applications include stochastic phenomena including heat conduction. It was first described by Frank Spitzer (1964), and it was used by Mark Kac and Joaquin Mazdak Luttinger (1973, 1974) to explain results of a Bose–Einstein condensate, with proofs published by M. D. Donsker and S. R. Srinivasa Varadhan (1975).

## Definitions

The Wiener sausage *W*_{δ}(*t*) of radius δ and length *t* is the set-valued random variable on Brownian paths **b** (in some Euclidean space) defined by

- is the set of points within a distance δ of some point
**b**(*x*) of the path**b**with 0≤*x*≤*t*.

## The volume of the Wiener sausage

There has been a lot of work on the behavior of the volume (Lebesgue measure) |*W*_{δ}(*t*)| of the Wiener sausage as it becomes thin (δ→0); by rescaling, this is essentially equivalent to studying the volume as the sausage becomes long (*t*→∞).

Spitzer (1964) showed that in 3 dimensions the expected value of the volume of the sausage is

In dimension *d* at least 3 the volume of the Wiener sausage is asymptotic to

as *t* tends to infinity. In dimensions 1 and 2 this formula gets replaced by and respectively. Whitman (1964), a student of Spitzer, proved similar results for generalizations of Wiener sausages with cross sections given by more general compact sets than balls.

## References

**Lua error in Module:Citation/CS1/Identifiers at line 47: attempt to index field 'wikibase' (a nil value).**- Hollander, F. den (2001), "Wiener sausage", in Hazewinkel, Michiel,
*Encyclopedia of Mathematics*, Springer, ISBN 978-1-55608-010-4<templatestyles src="Module:Citation/CS1/styles.css"></templatestyles> **Lua error in Module:Citation/CS1/Identifiers at line 47: attempt to index field 'wikibase' (a nil value).****Lua error in Module:Citation/CS1/Identifiers at line 47: attempt to index field 'wikibase' (a nil value).**- Whitman, Walter William (1964),
*Some Strong Laws for Random Walks and Brownian Motion*, PhD Thesis, Cornell U.<templatestyles src="Module:Citation/CS1/styles.css"></templatestyles>