The expected area of the filled planar Brownian loop is π/5

被引:18
作者
Garban, C
Ferreras, JAT
机构
[1] Cornell Univ, Dept Math, Ithaca, NY 14853 USA
[2] Ecole Normale Super, F-75230 Paris 05, France
关键词
D O I
10.1007/s00220-006-1555-2
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
Let B-t, 0 <= t <= 1 be a planar Brownian loop ( a Brownian motion conditioned so that B-0 = B-1). We consider the compact hull obtained by filling in all the holes, i.e. the complement of the unique unbounded component of C \ B[ 0, 1]. We show that the expected area of this hull is pi/5. The proof uses, perhaps not surprisingly, the Schramm Loewner Evolution (SLE). As a consequence of this result, using Yor's formula [ 17] for the law of the index of a Brownian loop, we find that the expected area of the region inside the loop having index zero is pi/30; this value could not be obtained directly using Yor's index description.
引用
收藏
页码:797 / 810
页数:14
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