A. Comtet, J. Desbois, C. Monthus — Asymptotic Laws for the Winding Angles of Planar Brownian Motion
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Название: Asymptotic Laws for the Winding Angles of Planar Brownian Motion
Авторы: A. Comtet, J. Desbois, C. Monthus
Аннотация:
Using constrained path integrals, we study the winding angle distribution of a two-dimensional Brownian motion around a given point. By a careful analysis of the spectral properties of some Schr6dinger-like Hamiltonians,
we obtain a generalization of the Messulam Yor law. Various limiting cases are considered.
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