Algebraic and arithmetic area for m planar Brownian paths

DOI10.1088/1742-5468/2011/05/P05024zbMATH Open1456.60207arXiv1101.4135OpenAlexW2131297762MaRDI QIDQ3301253FDOQ3301253

Authors: Jean Desbois, S. Ouvry 

Publication date: 11 August 2020

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Abstract: The leading and next to leading terms of the average arithmetic area $<S(m)>$ enclosed by $moinfty$ independent closed Brownian planar paths, with a given length $t$ and starting from and ending at the same point, is calculated. The leading term is found to be $<S(m)>simpitover2lnm$ and the $0$-winding sector arithmetic area inside the $m$ paths is subleading in the asymptotic regime. A closed form expression for the algebraic area distribution is also obtained and discussed.

Full work available at URL: https://arxiv.org/abs/1101.4135

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Mathematics Subject Classification ID

Brownian motion (60J65)

Cites Work

• The expected area of the filled planar Brownian loop is \(\pi/5\)
• Title not available (Why is that?)
• Some Theorems Concerning 2-Dimensional Brownian Motion
• Title not available (Why is that?)
• Random convex hulls and extreme value statistics
• Winding of planar Brownian curves

Cited In (4)

• Conformal correlation functions in the Brownian loop soup
• Algebraic areas distributions for two-dimensional Levy flights
• Areas of planar Brownian curves
• Arithmetic area for \(m\) planar Brownian paths

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