Optimal Bounds for Cauchy Approximations for the Winding Distribution of Planar Brownian Motion

V. Bentkus (), G. Pap () and M. Yor
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V. Bentkus: Institute of Mathematics and Informatics
G. Pap: Institute of Mathematics and Informatics
M. Yor: Université Paris VI

Journal of Theoretical Probability, 2003, vol. 16, issue 2, 345-361

Abstract: Abstract Optimal nonuniform bounds are given for the remainder terms in Spitzer's theorem, which gives some final answer to the question of Cauchy approximations for the winding distribution of planar Brownian motion. As a corollary, a large deviation result is presented. Optimal nonuniform bounds for the approximations of the density are also derived.

Keywords: planar Brownian motion; Spitzer's theorem; nonuniform asymptotic expansions of distribution functions (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (1)

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DOI: 10.1023/A:1023566409916

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