Abstract
The authors compute the joint probability for a closed Brownian curve to wind n times around a prescribed point and to enclose a given algebraic area. An estimate from below of the arithmetic area is obtained.
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A Comtet1, J Desbois1 and S Ouvry1
Published under licence by IOP Publishing Ltd
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Citation A Comtet et al 1990 J. Phys. A: Math. Gen. 23 3563
DOI 10.1088/0305-4470/23/15/027
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The authors compute the joint probability for a closed Brownian curve to wind n times around a prescribed point and to enclose a given algebraic area. An estimate from below of the arithmetic area is obtained.