The Brownian loop soup
Probability
2017-07-18 v1
Abstract
We define a natural conformally invariant measure on unrooted Brownian loops in the plane and study some of its properties. We relate this measure to a measure on loops rooted at a boundary point of a domain and show how this relation gives a way to ``chronologically add Brownian loops'' to simple curves in the plane.
Keywords
Cite
@article{arxiv.math/0304419,
title = {The Brownian loop soup},
author = {Gregory F. Lawler and Wendelin Werner},
journal= {arXiv preprint arXiv:math/0304419},
year = {2017}
}