On the points around which the planar Brownian motion winds frequently (Q1332565)
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scientific article; zbMATH DE number 627489
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the points around which the planar Brownian motion winds frequently |
scientific article; zbMATH DE number 627489 |
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On the points around which the planar Brownian motion winds frequently (English)
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17 November 1994
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We study the asymptotic behaviour of the area \(A_ n\) of the set of points around which the planar Brownian motion winds about \(n\) times on a given time-interval \([0,t]\). We prove that \(A_ n\) is equivalent (in the \(L^ 2\)-sense) to \(t/(2\pi n^ 2)\) as \(n\) tends to infinity.
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asymptotic behaviour of the area \(A_ n\)
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planar Brownian motion
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