Asymptotic windings and entaglements of planar Brownian motion |
Prof. Marc Yor, Paris |
Thursday, 2011-11-10 17:00 |
|
The paths of planar Brownian motion are extremely complicated. Nonetheless, many asymptotic results, for large time, about the laws of Brownian functionals with geometric meaning, i.e. windings around a finite number of points, the length of the homotopic word of entanglement around two points, the width of the Wiener sausage, can be described completely. This will be the aim of this Colloquium talk. |