@article{ECP3485,
author = {Izumi Okada},
title = {Last zero time or maximum time of the winding number of Brownian motions},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {19},
year = {2014},
keywords = {},
abstract = {In this paper we consider the winding number, $\theta(s)$, of planar Brownian motion and study asymptotic behavior of the process of the maximum time, the time when $\theta(s)$ attains the maximum in the interval $0\le s \le t$. 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 $\theta(s)$ in $[0,t]$ has the same law as the maximum time process.},
pages = {no. 64, 1-8},
issn = {1083-589X},
doi = {10.1214/ECP.v19-3485},
url = {http://ecp.ejpecp.org/article/view/3485}}