Winding and intersection of Brownian motions
Probability
2021-12-14 v2
Abstract
We study the set of points around which two independent Brownian motions wind at least (resp. ) times. We prove that its area is asymptotically equivalent, in and almost surely, to , where is the intersection measure of the two trajectories. We also prove that the properly scaled Lebesgue measure carried by converges almost surely weakly toward .
Cite
@article{arxiv.2112.01645,
title = {Winding and intersection of Brownian motions},
author = {Isao Sauzedde},
journal= {arXiv preprint arXiv:2112.01645},
year = {2021}
}
Comments
35 pages