Fluctuation of planar Brownian loop capturing large area
We consider a planar Brownian loop $B$ that is run for a time $T$ and conditioned on the event that its range encloses the unusually high area of $\pi T^2$, with $T$ being large. We study the deviation of the range of the conditioned process $X$ from a circle of radius $T$, as a model for the fluctu...
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
| Published: |
2004
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