Brownian charges around loops

Franchi, J. ; Jan, Y. Le
Springer
Published 1996
ISSN:
1432-2064
Keywords:
Mathematics Subject classification:(1991): 60J65 ; 60H05 ; 60F05
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
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.
Type of Medium:
Electronic Resource
URL: