On the points around which the planar Brownian motion winds frequently
type: Item
instance of: scholarly article
title: On the points around which the planar Brownian motion winds frequently
zbMATH Open document ID: 0799.60074
DOI: 10.1007/BF01199592
author: Wendelin Werner
publication date: 1994-11-17T00:00:00Z
review text: We study the asymptotic behaviour of the area \(A_ n\) of the set of points around which the planar Brownian motion winds about \(n\) times on a given time-interval \([0,t]\). We prove that \(A_ n\) is equivalent (in the \(L^ 2\)-sense) to \(t/(2\pi n^ 2)\) as \(n\) tends to infinity.
reviewed by: Wendelin Werner
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 627489
zbMATH Keywords: asymptotic behaviour of the area \(A_ n\)
zbMATH Keywords: planar Brownian motion
MaRDI profile type: Publication
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published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 627489