Winding angle and maximum winding angle of the two-dimensional random walk

DOI10.2307/3214675zbMath0748.60057OpenAlexW2318330616MaRDI QIDQ3988112

Julian J. Faraway, Claude Bélisle

Publication date: 28 June 1992

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

Full work available at URL: https://doi.org/10.2307/3214675

zbMATH Keywords

computer simulationsrandom walk on integer latticeBrownian motion winding anglerandom walk winding angle

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65)

Related Items (5)

Recurrence and windings of two revolving random walks ⋮ Asymptotic laws for the winding angles of planar Brownian motion ⋮ On the windings of complex-valued Ornstein–Uhlenbeck processes driven by a Brownian motion and by a stable process ⋮ Winding of simple walks on the square lattice ⋮ Windings of Brownian motion and random walks in the plane

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