English

Winding and intersection of Brownian motions

Probability 2021-12-14 v2

Abstract

We study the set of points Dn,m\mathcal{D}_{n,m} around which two independent Brownian motions wind at least nn (resp. mm) times. We prove that its area is asymptotically equivalent, in LpL^p and almost surely, to (R2)4π2nm\frac{\ell(\mathbb{R}^2)}{4\pi^2 n m}, where \ell is the intersection measure of the two trajectories. We also prove that the properly scaled Lebesgue measure carried by Dn,m\mathcal{D}_{n,m} converges almost surely weakly toward \ell.

Keywords

Cite

@article{arxiv.2112.01645,
  title  = {Winding and intersection of Brownian motions},
  author = {Isao Sauzedde},
  journal= {arXiv preprint arXiv:2112.01645},
  year   = {2021}
}

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35 pages