Fluctuation of planar Brownian loop capturing large area

Details Fluctuation of planar Brownian loop capturing large area Fluctuation of planar Brownian loop capturing large area

2004-11-24

arxiv.org/abs/math/0411540v2

Mathematics

Probability

39 pages with six figures: minor revisions to earlier version

Scientific paper

We consider a planar Brownian loop $B$ that is run for a time $T$ and conditioned on the event that its range encloses the unusually high area of $\pi T^2$, with $T$ being large. We study the deviation of the range of the conditioned process $X$ from a circle of radius $T$, as a model for the fluctuation of a phase boundary. This deviation is measured by means of the inradius and outradius of the region enclosed by the range of $X$. We prove that in a typical realization of the conditioned measure, each of these quantities differs from $T$ by at most $T^{2/3 + \epsilon}$.

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