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

DOI10.1007/S00220-006-1555-2zbMATH Open1107.82023arXivmath/0504496OpenAlexW2146431400MaRDI QIDQ865072FDOQ865072

Authors: Christophe Garban, José A. Trujillo Ferreras 

Publication date: 13 February 2007

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

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.

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

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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)

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Cited In (15)

• Spin systems from loop soups
• Conformal correlation functions in the Brownian loop soup
• Winding of simple walks on the square lattice
• The conformally invariant measure on self-avoiding loops
• Baxter permuton and Liouville quantum gravity
• Fluctuation of a planar Brownian loop capturing a large area
• Arithmetic area formplanar Brownian paths
• Explicit Formulae in Probability and in Statistical Physics
• A simple construction of Werner measure from chordal \(\mathrm{SLE}_{8/3}\)
• Windings of planar random walks and averaged Dehn function
• Algebraic and arithmetic area formplanar Brownian paths
• Brownian Winding Fields
• Lévy area without approximation
• Some remarks on SLE bubbles and Schramm's two-point observable
• Title not available (Why is that?)

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