Optimal bounds for Cauchy approximations for the winding distribution of planar Brownian motion

DOI10.1023/A:1023566409916zbMath1027.60089OpenAlexW1560427575MaRDI QIDQ1397960

Gyula Pap, Marc Yor, Vidmantas Bentkus

Publication date: 6 August 2003

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1023566409916

zbMATH Keywords

planar Brownian motionSpitzer's theoremnonuniform asymptotic expansions of distribution functions

Mathematics Subject Classification ID

Brownian motion (60J65)

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