On the distribution of the area enclosed by a random walk on \(\mathbb{Z}^2\)

DOI10.1006/jcta.1998.2879zbMath0919.60015OpenAlexW2034314496MaRDI QIDQ1268728

James A. Mingo, Alexandru Nica

Publication date: 11 January 1999

Published in: Journal of Combinatorial Theory. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jcta.1998.2879

zbMATH Keywords

random walks on \(\mathbb{Z}^2\)two-dimensional Brownian motionLévy's area formula

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Paths and cycles (05C38) Combinatorial probability (60C05)

Related Items (3)

Invariants of random knots and links ⋮ Lattice worldline representation of correlators in a background field ⋮ Area distribution of two-dimensional random walks on a square lattice

Cites Work

• On the spectrum of a random walk on the discrete Heisenberg group and the norm of Harper's operator
• Exact random walk distributions using noncommutative geometry
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