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arXiv:1208.0156 [math.PR]AbstractReferencesReviewsResources

On the occupation times of Brownian excursions and Brownian loops

Hao Wu

Published 2012-08-01Version 1

We study properties of occupation times by Brownian excursions and Brownian loops in two-dimensional domains. This allows for instance to interpret some Gaussian fields, such as the Gaussian Free Fields as (properly normalized) fluctuations of the total occupation time of a Poisson cloud of Brownian excursions when the intensity of the cloud goes to infinity.

Journal: S\'eminaire de Probabilit\'es XLIV, Lecture Notes in Math. 2012, Springer
Categories: math.PR
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