The random walk winding number problem: convergence to a diffusion process with excluded area

DOI10.1088/0305-4470/20/17/028zbMath0654.60056OpenAlexW2005765534MaRDI QIDQ3800834

Mitchell A. Berger

Publication date: 1987

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0305-4470/20/17/028

zbMATH Keywords

asymptotic form of the winding number distributionwinding number of a random walk in the plane

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (3)

Windings of spherically symmetric random walks via Brownian embedding ⋮ Asymptotic laws for the winding angles of planar Brownian motion ⋮ Winding of a Brownian particle around a point vortex

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