The random walk winding number problem: convergence to a diffusion process with excluded area

DOI10.1088/0305-4470/20/17/028MaRDI QIDQ3800834zbMATH OpenOpenAlexFDO

Authors Mitchell A. Berger

Publication date 1987

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

Full work available at URL https://doi.org/10.1088/0305-4470/20/17/028

zbMATH Keywords

asymptotic form of the winding number distributionwinding number of a random walk in the plane

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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Cited in

(9)

• Windings of spherically symmetric random walks via Brownian embedding
• Asymptotic laws for the winding angles of planar Brownian motion
• Winding angle and maximum winding angle of the two-dimensional random walk
• Winding angle distribution for planar random walk, polymer ring entangled with an obstacle, and all that: Spitzer-Edwards-Prager-Frisch model revisited
• Winding angle distribution for planar random walk, polymer ring entangled with an obstacle, and all that: Spitzer–Edwards–Prager–Frisch model revisited
• Winding of a Brownian particle around a point vortex
• Mean square winding angle of Brownian motion around an impenetrable cylinder
• Wind direction and strength as a two-dimensional random walk
• Windings of random walks

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