GONG Guanglu, QIAN Minping, XIONG Jie. ON THE WINDING OF POSITIVE RECURRENT DRIFTED BROWNIAN MOTIONS[J]. Chinese Journal of Applied Probability and Statistics, 1990, 6(4): 419-426.
Citation:
GONG Guanglu, QIAN Minping, XIONG Jie. ON THE WINDING OF POSITIVE RECURRENT DRIFTED BROWNIAN MOTIONS[J]. Chinese Journal of Applied Probability and Statistics, 1990, 6(4): 419-426.
GONG Guanglu, QIAN Minping, XIONG Jie. ON THE WINDING OF POSITIVE RECURRENT DRIFTED BROWNIAN MOTIONS[J]. Chinese Journal of Applied Probability and Statistics, 1990, 6(4): 419-426.
Citation:
GONG Guanglu, QIAN Minping, XIONG Jie. ON THE WINDING OF POSITIVE RECURRENT DRIFTED BROWNIAN MOTIONS[J]. Chinese Journal of Applied Probability and Statistics, 1990, 6(4): 419-426.
ON THE WINDING OF POSITIVE RECURRENT DRIFTED BROWNIAN MOTIONS
In this paper, the asymptotic behavior of the winding of positive recurrent drifted BM is studied. It is proven that two constants c_1, c_2 can be specified such that \frac\varphi_tt \xrightarrow\text law c_1 \zeta+c_2 \quad(t \rightarrow \infty) where \zeta is a Cauchy variable, and c_2=0 when the process is symmetris.
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