M. Jim Pitman. The Annals of Probability, 14 (3):
733-779(1986)
Abstract
Recent results on the asymptotic distribution of winding and crossing numbers are presented as part of a larger framework of asymptotic laws for planar Brownian motion. The approach is via random time changes, martingale calculus, and excursion theory.
%0 Journal Article
%1 jimpitman1986asymptotic
%A Jim Pitman, Marc Yor
%D 1986
%I Institute of Mathematical Statistics
%J The Annals of Probability
%K Brownian_motion occupation_times two_dimensional_diffusion winding_number
%N 3
%P 733-779
%T Asymptotic Laws of Planar Brownian Motion
%U http://www.jstor.org/stable/2244132
%V 14
%X Recent results on the asymptotic distribution of winding and crossing numbers are presented as part of a larger framework of asymptotic laws for planar Brownian motion. The approach is via random time changes, martingale calculus, and excursion theory.
@article{jimpitman1986asymptotic,
abstract = {Recent results on the asymptotic distribution of winding and crossing numbers are presented as part of a larger framework of asymptotic laws for planar Brownian motion. The approach is via random time changes, martingale calculus, and excursion theory.},
added-at = {2016-02-09T22:16:48.000+0100},
author = {Jim Pitman, Marc Yor},
biburl = {https://www.bibsonomy.org/bibtex/28c297676e841cf8262ea24c95fc590d9/peter.ralph},
interhash = {c75b77fa38e46e873543bce103eb85a0},
intrahash = {8c297676e841cf8262ea24c95fc590d9},
issn = {00911798},
journal = {The Annals of Probability},
keywords = {Brownian_motion occupation_times two_dimensional_diffusion winding_number},
number = 3,
pages = {733-779},
publisher = {Institute of Mathematical Statistics},
timestamp = {2016-02-09T22:16:48.000+0100},
title = {Asymptotic Laws of Planar {Brownian} Motion},
url = {http://www.jstor.org/stable/2244132},
volume = 14,
year = 1986
}