The Wiener sausage of radius 
is the random process
defined by
 |
where here, 
is the standard Brownian motion in 
for 
and 
denotes the open ball of
radius 
centered at 
. Named after Norbert Wiener, the term is also intended
to describe 
visually: Indeed, for a given Brownian motion 
, 
is essentially a sausage-like tube of radius 
having 
as its central line.
