Last Zero Time or Maximum Time of the Winding Number of Brownian Motions

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Abstract

In this paper we consider the winding number, θ(s), of planar Brownian motion and study asymptotic behavior of the process of the maximum time, the time when θ(s) attains the maximum in the interval 0 ≤ s ≤ t. We find the limit law of its logarithm with a suitable normalization factor and the upper growth rate of the maximum time process itself. We also show that the process of the last zero time of θ(s) in [0; t] has the same law as the maximum time process.

Original languageEnglish
JournalElectronic Communications in Probability
Volume19
DOIs
Publication statusPublished - Sep 18 2014
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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