Winding and intersection of Brownian motions

Winding and intersection of Brownian motions
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布朗运动的缠绕和交叉

DOI:
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发表时间:
2021
期刊:
影响因子:
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通讯作者:
Isao Sauzedde
Isao Sauzedde
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作者:
Isao Sauzedde

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我们研究了两个独立的布朗运动都绕其转动至少n次的点集Dn,n。我们证明了它的面积是渐近等价的,在L中,几乎可以肯定,等于L (R) 4πn,其中L是两个轨迹的相交测度。我们还证明了由Dn,n携带的适当缩放的勒贝格测度在某种意义上收敛于1。
We study the set of points Dn,n around which two independent Brownian motions both wind at least n times. We prove that its area is asymptotically equivalent, in L and almost surely, to l(R ) 4πn , where l is the intersection measure of the two trajectories. We also prove that the properly scaled Lebesgue measure carried by Dn,n converges in some sense toward l.
平面布朗运动沿其轨迹均匀缠绕
DOI: --
发表时间: 2023
期刊: ALEA, Lat. Am. J. Probab. Math. Stat.
影响因子: --
作者:
Sauzedde, Isao
通讯作者: Sauzedde, Isao