On the points around which the planar Brownian motion winds frequently (Q1332565): Difference between revisions

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Latest revision as of 17:36, 22 May 2024

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On the points around which the planar Brownian motion winds frequently
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    On the points around which the planar Brownian motion winds frequently (English)
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    17 November 1994
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    We study the asymptotic behaviour of the area \(A_ n\) of the set of points around which the planar Brownian motion winds about \(n\) times on a given time-interval \([0,t]\). We prove that \(A_ n\) is equivalent (in the \(L^ 2\)-sense) to \(t/(2\pi n^ 2)\) as \(n\) tends to infinity.
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    asymptotic behaviour of the area \(A_ n\)
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    planar Brownian motion
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