Abstract
Using constrained path integrals, we study the winding angle distribution of a two-dimensional Brownian motion around a given point. By a careful analysis of the spectral properties of some Schrödinger-like Hamiltonians, we obtain a generalization of the Messulam-Yor law. Various limiting cases are considered.
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Comtet, A., Desbois, J. & Monthus, C. Asymptotic laws for the winding angles of planar Brownian motion. J Stat Phys 73, 433–440 (1993). https://doi.org/10.1007/BF01052772
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DOI: https://doi.org/10.1007/BF01052772