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ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2015, том 20(36), выпуск 2, страницы 63–84 (Mi thsp103)

On the large-deviation principle for the winding angle of a Brownian trajectory around the origin

V. A. Kuznetsov

Institute of Mathematics of Ukrainian National Academy of Sciences

Аннотация: In this article we analyse the possibility of obtaining the large-deviation principle for the winding angle of a Brownian motion trajectory around the origin. We prove the weak large-deviation principle and show that the full large-deviation principle cannot hold with any rate function.

Ключевые слова: Large deviations, windings, winding numbers, Brownian motion.

MSC: Primary 60F10; Secondary 60G17

Язык публикации: английский



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