Algebraic and arithmetic area for $m$ planar Brownian paths

Jean Desbois 1, Stephane Ouvry 1

Journal of statistical mechanics-theory and experiment (2011) P05024

The leading and next to leading terms of the average arithmetic area $< S(m)>$ enclosed by $m\to\infty$ 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 $< S(m) > \sim {\pi t\over 2}\ln m$ 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.

  • 1. Laboratoire de Physique Théorique et Modèles Statistiques (LPTMS),
    CNRS : UMR8626 – Université Paris XI - Paris Sud