Winding Number of Fractional Brownian Motion
Statistical Mechanics
2009-11-13 v2 Disordered Systems and Neural Networks
Abstract
We find the exact winding number distribution of Riemann-Liouville fractional Brownian motion for large times in two dimensions using the propagator of a free particle. The distribution is similar to the Brownian motion case and it is of Cauchy type. In addition we find the winding number distribution of fractal time process, i.e., time fractional Fokker-Planck equation, in the presence of finite size winding center.
Keywords
Cite
@article{arxiv.0807.3617,
title = {Winding Number of Fractional Brownian Motion},
author = {M. A. Rajabpour},
journal= {arXiv preprint arXiv:0807.3617},
year = {2009}
}
Comments
8 pages, published version, minor changes