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Theory of Stochastic Processes, 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
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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.
Funding agency Grant number
National Academy of Sciences of Ukraine 09-01-14
Bibliographic databases:
Document Type: Article
MSC: Primary 60F10; Secondary 60G17
Language: English
Citation: V. A. Kuznetsov, “On the large-deviation principle for the winding angle of a Brownian trajectory around the origin”, Theory Stoch. Process., 20(36):2 (2015), 63–84
Citation in format AMSBIB
\Bibitem{Kuz15}
\by V.~A.~Kuznetsov
\paper On the large-deviation principle for the winding angle of a Brownian trajectory around the origin
\jour Theory Stoch. Process.
\yr 2015
\vol 20(36)
\issue 2
\pages 63--84
\mathnet{http://mi.mathnet.ru/thsp103}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3510229}
\zmath{https://zbmath.org/?q=an:1363.60110}
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