Brownian charges around loops
| ISSN: |
1432-2064
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| Keywords: |
Mathematics Subject classification:(1991): 60J65 ; 60H05 ; 60F05
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| Source: |
Springer Online Journal Archives 1860-2000
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| Topics: |
Mathematics
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| Notes: |
Summary. Let (X n t ) be a Poisson sequence of independent Brownian motions in ℝ d ,d≧ 3; Let ℒ be a compact oriented submanifold of ℝ d , of dimension d−2 and volume ?; let Φ t be the sum of the windings of (X n s , 0≦ s≦ t) around ℒ; then Φ t /t converges in law towards a Cauchy variable of parameter ?/2. A similar result is valid when the winding is replaced by the integral of a harmonic 1-form in ℝ d \ℒ.
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| Type of Medium: |
Electronic Resource
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| URL: |