Asymptotic Laws of Planar Brownian Motion

  • Pitman J
  • Yor M
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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.

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Pitman, J., & Yor, M. (2007). Asymptotic Laws of Planar Brownian Motion. The Annals of Probability, 14(3). https://doi.org/10.1214/aop/1176992436

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