Winding Number of Fractional Brownian Motion

Details Winding Number of Fractional Brownian Motion Winding Number of Fractional Brownian Motion

2008-07-23

arxiv.org/abs/0807.3617v2

J. Phys. A: Math. Theor. 41 (2008) 425001

Physics

Condensed Matter

Statistical Mechanics

8 pages, published version, minor changes

Scientific paper

10.1088/1751-8113/41/42/425001

We find the exact winding number distribution of Riemann-Liouville fractional Brownian motion for large times in two dimensions using the propagator of a free particle. The distribution is similar to the Brownian motion case and it is of Cauchy type. In addition we find the winding number distribution of fractal time process, i.e., time fractional Fokker-Planck equation, in the presence of finite size winding center.

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