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Further Asymptotic Laws of Planar Brownian Motion
Pitman, Jim ; Yor, Marc
Ann. Probab., Tome 17 (1989) no. 4, p. 965-1011 / Harvested from Project Euclid
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The asymptotic distributions for large times of a variety of additive functionals of planar Brownian motion Z are derived. Associated with each point in the plane, and with the point infinity, there is a complex Brownian motion governing the asymptotic behavior of windings of Z close to that point. An independent Gaussian field over the plane governs fluctuations in local occupation times of Z, while a further independent family of complex Brownian sheets governs finer features of the windings of Z. These results unify and extend earlier results of Kallianpur and Robbins, Spitzer, Kasahara and Kotani, Messulam and the authors.
Publié le : 1989-07-14
Classification:  Winding numbers,  asymptotic distributions,  continuous martingales,  additive functionals,  Brownian motion,  singular integrals,  Brownian sheets,  60G65,  60G55,  60F05,  60H05,  60G44,  60F17 
@article{1176991253,
     author = {Pitman, Jim and Yor, Marc},
     title = {Further Asymptotic Laws of Planar Brownian Motion},
     journal = {Ann. Probab.},
     volume = {17},
     number = {4},
     year = {1989},
     pages = { 965-1011},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176991253}
}

Pitman, Jim; Yor, Marc. Further Asymptotic Laws of Planar Brownian Motion. Ann. Probab., Tome 17 (1989) no. 4, pp.  965-1011. http://gdmltest.u-ga.fr/item/1176991253/