Algebraic and arithmetic area for m planar Brownian paths
Desbois, Jean · Ouvry, Stephane
Original · EN
The leading and next to leading terms of the average arithmetic area < S(m)> enclosed by m→∞ independent closed Brownian planar paths, with a given length t and starting from and ending at the same point, is calculated. The leading term is found to be < S(m) > πt 2 m and the 0-winding sector arithmetic area inside the m paths is subleading in the asymptotic regime. A closed form expression for the algebraic area distribution is also obtained and discussed.
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