Mean square winding angle of Brownian motion around an impenetrable cylinder

DOI10.1088/1751-8121/AC6AF7OpenAlexW4221154460MaRDI QIDQ5048861

J. H. Hannay, Michael H. F. Wilkinson

Publication date: 16 November 2022

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

Full work available at URL: https://arxiv.org/abs/2201.04567

zbMATH Keywords

Brownian motionmean squarewinding angle

Mathematics Subject Classification ID

Brownian motion (60J65) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

Uses Software

• DLMF

Cites Work

• Unnamed Item
• Some Theorems Concerning 2-Dimensional Brownian Motion
• Significance of Electromagnetic Potentials in the Quantum Theory
• Winding angle distribution for planar random walk, polymer ring entangled with an obstacle, and all that: Spitzer–Edwards–Prager–Frisch model revisited
• Geometrical optics of constrained Brownian motion: three short stories
• Winding number correlation for a Brownian loop in a plane
• Statistical mechanics with topological constraints: I
• The correlated linking numbers of a Brownian loop with two arbitrary curves

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