Asymptotic windings of Brownian motion paths on Riemann surfaces (Q5937984)

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scientific article; zbMATH DE number 1621324
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    Asymptotic windings of Brownian motion paths on Riemann surfaces
    scientific article; zbMATH DE number 1621324

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      Asymptotic windings of Brownian motion paths on Riemann surfaces (English)
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      8 April 2002
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      Windings of a curve in a Riemannian manifold are given by line integrals of differential harmonic 1-forms (possibly with singularities) along the curve. In the case of a Riemann surface, such integration corresponds to elliptic-type integrals on the complex plane \(\mathbb{C}\). The curve can be smooth or Brownian as well. In the latter case, there have been for some years several studies of asymptotic behaviors and laws arising in this way, in particular by Pitman and Yor, by Kozlov, Pitman and Yor, and by Franchi. In the spirit of these works, the present article considers an \(l\)-sheeted covering (Riemann) surface of \(\mathbb{C}\), meromorphic 1-forms on it, and describes asymptotic results for the law of the corresponding Brownian line-integrals. The main novelty is the intervention of a Walsh Brownian motion on \(l\) rays in the limit law, for which the windings about infinity are responsible.
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      asymptotic windings
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      Brownian motion
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      Riemann surface
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      elliptic integrals
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      meromorphic 1-form
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      Walsh's Brownian motion
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