Asymptotic Laws of Planar Brownian Motion

Jim Pitman; Marc Yor

doi:10.1214/aop/1176992436

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Home > Journals > Ann. Probab. > Volume 14 > Issue 3 > Article

July, 1986 Asymptotic Laws of Planar Brownian Motion

Jim Pitman, Marc Yor

Ann. Probab. 14(3): 733-779 (July, 1986). DOI: 10.1214/aop/1176992436

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Abstract

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.

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Jim Pitman. Marc Yor. "Asymptotic Laws of Planar Brownian Motion." Ann. Probab. 14 (3) 733 - 779, July, 1986. https://doi.org/10.1214/aop/1176992436

Information

Published: July, 1986

First available in Project Euclid: 19 April 2007

zbMATH: 0607.60070

MathSciNet: MR841582

Digital Object Identifier: 10.1214/aop/1176992436

Subjects:

Primary: 60J65

Secondary: 60F05 , 60F17 , 60G44 , 60H05 , 60J55

Keywords: Additive functionals , Asymptotic distributions , Brownian motion , Excursions , local martingales , Local times , random time changes , Winding numbers

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