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Last zero time or maximum time of the winding number of Brownian motions


 
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1. Title Title of document Last zero time or maximum time of the winding number of Brownian motions
 
2. Creator Author's name, affiliation, country Izumi Okada; Tokyo Institute of Technology; Japan
 
3. Subject Discipline(s)
 
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4. Description 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.
 
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7. Date (YYYY-MM-DD) 2014-09-18
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/3485
 
10. Identifier Digital Object Identifier 10.1214/ECP.v19-3485
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 19
 
12. Language English=en en
 
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