Winding number of fractional Brownian motion

DOI10.1088/1751-8113/41/42/425001zbMATH Open1151.60326arXiv0807.3617OpenAlexW1975280378MaRDI QIDQ3535577FDOQ3535577

Mohammad Ali Rajabpour

Publication date: 13 November 2008

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Abstract: We find the exact winding number distribution of Riemann-Liouville fractional Brownian motion for large times in two dimensions using the propagator of a free particle. The distribution is similar to the Brownian motion case and it is of Cauchy type. In addition we find the winding number distribution of fractal time process, i.e., time fractional Fokker-Planck equation, in the presence of finite size winding center.

Full work available at URL: https://arxiv.org/abs/0807.3617

zbMATH Keywords

time-fractional Fokker-Planck equationRiemann-Liouville fractional Brownian motionpropagator of a free particle

Mathematics Subject Classification ID

Gaussian processes (60G15)

Cited In (3)

• Windings of the 2D free Rouse chain
• Winding of planar Gaussian processes
• Title not available (Why is that?)

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