Fluctuation of planar Brownian loop capturing large area
概率论
2007-05-23 v2 数学物理
math.MP
摘要
We consider a planar Brownian loop that is run for a time and conditioned on the event that its range encloses the unusually high area of , with being large. We study the deviation of the range of the conditioned process from a circle of radius , as a model for the fluctuation of a phase boundary. This deviation is measured by means of the inradius and outradius of the region enclosed by the range of . We prove that in a typical realization of the conditioned measure, each of these quantities differs from by at most .
引用
@article{arxiv.math/0411540,
title = {Fluctuation of planar Brownian loop capturing large area},
author = {Alan Hammond and Yuval Peres},
journal= {arXiv preprint arXiv:math/0411540},
year = {2007}
}
备注
39 pages with six figures: minor revisions to earlier version