Asymptotic laws for the winding angles of planar Brownian motion

DOI10.1007/BF01052772zbMath1101.60343OpenAlexW1995370167MaRDI QIDQ2499940

Alain Comtet, Cécile Monthus, Jean Desbois

Publication date: 23 August 2006

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01052772

zbMATH Keywords

Brownian motionfunctional integrationwinding angle

Mathematics Subject Classification ID

Brownian motion (60J65) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

Related Items

Conformal geometry and invariants of 3-strand Brownian braids ⋮ Winding of planar Gaussian processes ⋮ Random walks on the braid group \(B_3\) and magnetic translations in hyperbolic geometry ⋮ Explicit Formulae in Probability and in Statistical Physics ⋮ Large deviations of the Lyapunov exponent in 2D matrix Langevin dynamics with applications to one-dimensional Anderson localization models ⋮ Windings of Brownian motion and random walks in the plane

Cites Work

• Windings of random walks
• Winding of planar Brownian curves
• On D. Williams' “Pinching Method” and Some Applications
• The random walk winding number problem: convergence to a diffusion process with excluded area
• Winding angle and maximum winding angle of the two-dimensional random walk
• Statistical mechanics with topological constraints: I