The accuracy of Cauchy approximation for the windings of planar Brownian motion (Q5933711)

Let \((Z_{t}, t\geq 0)\) be a 2-dimensional Brownian motion starting from \((1,0)\) and let \((\theta_{t}, t\geq 0)\) denote the continuous determation of the argument of \((Z_{u} , u\leq t)\) around \((0, 0)\) as \(t\) evolves in \((0,\infty)\) such that \(\theta_{0}=0\). \textit{F. Spitzer} [Trans. Am. Math. Soc. 87, 187-197 (1958; Zbl 0089.13601)] proved that \[ \lim_{t\to\infty}P(\theta_t/\log\sqrt t<x)=G_0(x), \] where \(G_{0}(x)={{1}\over{2}}+ {{1}\over{\pi}}\arctan x\). The authors prove that \[ P(\theta_t/\log\sqrt t<x)=G_{0}(x)+ \sum^{k-1}_{j=1} {{a_{j}}\over{(\log\sqrt{t})^{j}}}G_{j}(x)+ O\left((\log t)^{-k}\right) \] as \(t\to\infty\) uniformly in \(x\in R\), where \(G_j (x) =|d^j/dc^j|_{c=1}G_0(x/c),\) and the coefficients \(a_{j}\) can be computed explicitly.