On limit theorems related to a class of ``winding-type'' additive functionals of complex Brownian motion (Q2367101)
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scientific article; zbMATH DE number 232758
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| English | On limit theorems related to a class of ``winding-type'' additive functionals of complex Brownian motion |
scientific article; zbMATH DE number 232758 |
Statements
On limit theorems related to a class of ``winding-type'' additive functionals of complex Brownian motion (English)
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1 June 1994
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The author studies the limit distribution, as \(\lambda \to \infty\), of the process \(A^ \lambda_{ij}(t)\) given by \[ A^ \lambda_{ij}(t) = {1\over \lambda N_{ij}(\lambda)}\int^{u(\lambda t)}_ 0 {f_ j(z_ s)\over z_ s - a_ i} dz_ s, \] where \(a_ 1,\dots,a_ n\) are distinct points in \(\mathbb{C}\setminus\{0\}\) and \(f_ 1,\dots,f_ m\) are Borel functions on \(\mathbb{C}\) and \(N_{ij}(\lambda)\) are normalizing constants and \(u(t) = e^{2t}-1\).
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complex Brownian motion
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additive functional
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0.93236786
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0.91128635
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0.9103123
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0.9071276
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0.89992905
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0.89437574
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