Etude asymptotique des enlacements du mouvement brownien autour des droites de l'espace |
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Authors: | J. F. Le Gall M. Yor |
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Affiliation: | (1) Laboratoire de Calcul des Probabilités, 4, Université P. et M. Curie, Place Jussieu, F-75252 Paris Cedex 05, France |
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Abstract: | Summary The existence of a joint asymptotic distribution for the windings of a three-dimensional Brownian motion around a finite number of straight lines is obtained. This complements the recent studies, by Pitman- Yor, and the authors, of the joint asymptotic distribution for the windings of planar Brownian motion around a finite number of points.The following principle governs the passage from results in the plane to results in space:Let B be a three-dimensional Brownian motion, and P1, ..., Pk, k planes which intersect two by two. Then, the convergences in distribution concerning the planar Brownian motions Bi (1ik), defined respectively as the orthogonal projections of B on Pi (1ik), take place jointly, and the corresponding limit variables are independent. |
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