Arithmetic area for m planar Brownian paths

DOI10.1088/1742-5468/2012/05/P05005MaRDI QIDQ3301361zbMATH OpenOpenAlexFDO

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/1202.0913

Mathematics Subject Classification ID

Brownian motion (60J65)

Abstract: We pursue the analysis made in [1] on the arithmetic area enclosed by m closed Brownian paths. We pay a particular attention to the random variable S{n1,n2, ...,n} (m) which is the arithmetic area of the set of points, also called winding sectors, enclosed n1 times by path 1, n2 times by path 2, ...,nm times by path m. Various results are obtained in the asymptotic limit m->infinity. A key observation is that, since the paths are independent, one can use in the m paths case the SLE information, valid in the 1-path case, on the 0-winding sectors arithmetic area.

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Cites work

• Algebraic and arithmetic area for \(m\) planar Brownian paths
• scientific article; zbMATH DE number 3282537 (Why is no real title available?)
• Intersections of random walks. A direct renormalization approach
• The expected area of the filled planar Brownian loop is /5
• Winding of planar Brownian curves

Cited in

(1)

• Algebraic and arithmetic area for \(m\) planar Brownian paths

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