Windings of spherically symmetric random walks via Brownian embedding

DOI10.1016/0167-7152(91)90105-ZzbMath0803.60062OpenAlexW2161755606MaRDI QIDQ1181129

Claude Bélisle

Publication date: 27 June 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(91)90105-z

zbMATH Keywords

Brownian motionhyperbolic secant distributionBrownian embeddingsequence of partial sumsspherically symmetric random walkswinding sequence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Brownian motion (60J65)

Related Items

Upper and lower functions of plane Brownian angles ⋮ Windings of Brownian motion and random walks in the plane

Cites Work

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• Windings of random walks
• Asymptotic laws of planar Brownian motion
• On D. Williams' “Pinching Method” and Some Applications
• On the winding number problem with finite steps
• The random walk winding number problem: convergence to a diffusion process with excluded area