Further Asymptotic Laws of Planar Brownian Motion
Open Access
- 1 July 1989
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Probability
- Vol. 17 (3) , 965-1011
- https://doi.org/10.1214/aop/1176991253
Abstract
The asymptotic distributions for large times of a variety of additive functionals of planar Brownian motion $Z$ are derived. Associated with each point in the plane, and with the point infinity, there is a complex Brownian motion governing the asymptotic behavior of windings of $Z$ close to that point. An independent Gaussian field over the plane governs fluctuations in local occupation times of $Z$, while a further independent family of complex Brownian sheets governs finer features of the windings of $Z$. These results unify and extend earlier results of Kallianpur and Robbins, Spitzer, Kasahara and Kotani, Messulam and the authors.
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