Asymptotic winding angle distributions for planar Brownian motion with drift

DOI10.1088/0305-4470/26/21/005zbMath0808.60072OpenAlexW2012143648MaRDI QIDQ4317409

Alain Comtet, Cécile Monthus, Jean Desbois

Publication date: 15 March 1995

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

Full work available at URL: https://doi.org/10.1088/0305-4470/26/21/005

zbMATH Keywords

Lévy lawsinfluence of boundariesasymptotic winding angle distributionwinding properties of Brownian curves

Mathematics Subject Classification ID

Brownian motion (60J65) Other physical applications of random processes (60K40)

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