RUS  ENG
Full version
JOURNALS // Theory of Stochastic Processes // Archive

Theory Stoch. Process., 2015 Volume 20(36), Issue 2, Pages 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

Abstract: 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.

Keywords: Large deviations, windings, winding numbers, Brownian motion.

MSC: Primary 60F10; Secondary 60G17

Language: English



Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024