Algebraic and arithmetic area for m planar Brownian paths

DOI10.1088/1742-5468/2011/05/P05024MaRDI QIDQ3301253zbMATHOpenAlexFDO

Authors Jean Desbois, S. Ouvry

Publication date 11 August 2020

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

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

Mathematics Subject Classification ID

Brownian motion (60J65)

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.

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Cites work

• scientific article; zbMATH DE number 3222431 (Why is no real title available?)
• scientific article; zbMATH DE number 3282537 (Why is no real title available?)
• Random convex hulls and extreme value statistics
• Some Theorems Concerning 2-Dimensional Brownian Motion
• The expected area of the filled planar Brownian loop is \(\pi/5\)
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Cited in

(4)

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

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