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 nonMarkovian 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 setvalued 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
 Donsker, M. D.; Varadhan, S. R. S. (1975), "Asymptotics for the Wiener sausage", Communications in Pure and Applied Mathematics 28 (4): 525–565, doi:10.1002/cpa.3160280406
 Hollander, F. den (2001), "Wiener sausage", in Hazewinkel, Michiel, Encyclopedia of Mathematics, Springer, ISBN 9781556080104
 Kac, M.; Luttinger, J. M. (1973), "BoseEinstein condensation in the presence of impurities", J. Mathematical Phys. 14 (11): 1626–1628, doi:10.1063/1.1666234, MR 0342114
 Kac, M.; Luttinger, J. M. (1974), "BoseEinstein condensation in the presence of impurities. II", J. Mathematical Phys. 15 (2): 183–186, doi:10.1063/1.1666617, MR 0342115
 Simon, Barry (2005), Functional integration and quantum physics, Providence, RI: AMS Chelsea Publishing, ISBN 0821835823, MR 2105995 Especially chapter 22.
 Spitzer, F. (1964), "Electrostatic capacity, heat flow and Brownian motion", Probability Theory and Related Fields 3 (2): 110–121, doi:10.1007/BF00535970
 Spitzer, Frank (1976), Principles of random walks, Graduate Texts in Mathematics 34, New YorkHeidelberg,: SpringerVerlag, p. 40, MR 0171290 (Reprint of 1964 edition)
 Sznitman, AlainSol (1998), Brownian motion, obstacles and random media, Springer Monographs in Mathematics, Berlin: SpringerVerlag, ISBN 3540645543, MR 1717054 An advanced monograph covering the Wiener sausage.
 Whitman, Walter William (1964), Some Strong Laws for Random Walks and Brownian Motion, PhD Thesis, Cornell U.
