The Expected Area of the Filled Planar Brownian Loop is π/5
Abstract
Let Bt,0≤t≤1 be a planar Brownian loop (a Brownian motion conditioned so that B0=B1). We consider the compact hull obtained by filling in all the holes, i.e. the complement of the unique unbounded component of \B[0,1]. We show that the expected area of this hull is π/5. The proof uses, perhaps not surprisingly, the Schramm Loewner Evolution (SLE). As a consequence of this result, using Yor's formula [17] for the law of the index of a Brownian loop, we find that the expected area of the region inside the loop having index zero is π/30; this value could not be obtained directly using Yor's index description.
- Publication:
-
Communications in Mathematical Physics
- Pub Date:
- June 2006
- DOI:
- 10.1007/s00220-006-1555-2
- arXiv:
- arXiv:math/0504496
- Bibcode:
- 2006CMaPh.264..797G
- Keywords:
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- Neural Network;
- Statistical Physic;
- Complex System;
- Hull;
- Brownian Motion;
- Probability;
- Mathematical Physics
- E-Print:
- 15 pages, 3 figures