Recent results on the asymptotic distribution of winding and crossing numbers are presented as part of a larger framework of asymptotic laws for planar Brownian motion. The approach is via random time changes, martingale calculus, and excursion theory.
Publié le : 1986-07-14
Classification:
Winding numbers,
local times,
asymptotic distributions,
local martingales,
random time changes,
excursions,
additive functionals,
Brownian motion,
60J65,
60J55,
60F05,
60H05,
60G44,
60F17
@article{1176992436,
author = {Pitman, Jim and Yor, Marc},
title = {Asymptotic Laws of Planar Brownian Motion},
journal = {Ann. Probab.},
volume = {14},
number = {4},
year = {1986},
pages = { 733-779},
language = {en},
url = {http://dml.mathdoc.fr/item/1176992436}
}
Pitman, Jim; Yor, Marc. Asymptotic Laws of Planar Brownian Motion. Ann. Probab., Tome 14 (1986) no. 4, pp. 733-779. http://gdmltest.u-ga.fr/item/1176992436/