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Wiener sausage : ウィキペディア英語版
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 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 , and it was used by to explain results of a Bose–Einstein condensate, with proofs published by .
==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
:W_\delta(t)() is the set of points within a distance δ of some point b(''x'') of the path b with 0≤''x''≤''t''.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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