Winding number of fractional Brownian motion

DOI10.1088/1751-8113/41/42/425001MaRDI QIDQ3535577zbMATHOpenAlexFDO

Authors Mohammad Ali Rajabpour

Publication date 13 November 2008

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

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)

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.

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(4)

• Windings of the 2D free Rouse chain
• scientific article; zbMATH DE number 1163908 (Why is no real title available?)
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• Winding statistics of a Brownian particle on a ring

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