The expected area of the filled planar Brownian loop is /5

DOI10.1007/S00220-006-1555-2MaRDI QIDQ865072zbMATHOpenAlexFDO

Authors Christophe Garban, José A. Trujillo Ferreras

Publication date 13 February 2007

Published in Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0504496

zbMATH Keywords

Brownian motionSchramm Loewner evolution

Mathematics Subject Classification ID

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

Abstract: Let B_t be a planar Brownian loop of time duration 1 (a Brownian motion conditioned so that B_0 = B_1). We consider the compact hull obtained by filling in all the holes, i.e. the complement of the unique unbounded component of R^2B[0,1]. We show that the expected area of this hull is Pi/5. The proof uses, perhaps not surprisingly, the Schramm Loewner Evolution (SLE). Also, using the result of Yor about the law of the index of a Brownian loop, we show that the expected areas of the regions of non-zero index n equal 1/(2 Pi n^2). As a consequence, we find that the expected area of the region of index zero inside the loop is Pi/30; this value could not be obtained directly using Yor's index description.

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Cited in

(15)

• Some remarks on SLE bubbles and Schramm's two-point observable
• A simple construction of Werner measure from chordal \(\mathrm{SLE}_{8/3}\)
• Windings of planar random walks and averaged Dehn function
• scientific article; zbMATH DE number 679792 (Why is no real title available?)
• Winding of simple walks on the square lattice
• Brownian winding fields
• Spin systems from loop soups
• Baxter permuton and Liouville quantum gravity
• Fluctuation of a planar Brownian loop capturing a large area
• Conformal correlation functions in the Brownian loop soup
• Lévy area without approximation
• Arithmetic area for \(m\) planar Brownian paths
• Explicit formulae in probability and in statistical physics
• Algebraic and arithmetic area for \(m\) planar Brownian paths
• The conformally invariant measure on self-avoiding loops

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