On the large-deviation principle for the winding angle of a Brownian trajectory around the origin

zbMATH Open1363.60110MaRDI QIDQ2818855

Vitaly Kuznetsov

Publication date: 27 September 2016

Published in: Theory of Stochastic Processes (Search for Journal in Brave)

zbMATH Keywords

Brownian motionlarge deviationswinding numberswindings

Mathematics Subject Classification ID

Brownian motion (60J65) Large deviations (60F10) Sample path properties (60G17)

Related Items (1)

Asymptotic winding angle distributions for planar Brownian motion with drift

Recommendations

• Windings of Brownian motion and random walks in the plane 👍 👎
• Asymptotic laws for the winding angles of planar Brownian motion 👍 👎
• Characteristic function and Spitzer's law for the winding angle distribution of planar Brownian curves 👍 👎
• Asymptotic winding angle distributions for planar Brownian motion with drift 👍 👎
• On windings of multidimensional reflected brownian motion 👍 👎
• The limiting distribution of the mutual winding angles of particles in a Brownian stochastic flow with Lyapunov's zero top exponent 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎

This page was built for publication: On the large-deviation principle for the winding angle of a Brownian trajectory around the origin

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2818855)