Winding Number of Fractional Brownian Motion
arXiv:0807.3617 · doi:10.1088/1751-8113/41/42/425001
Abstract
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.
8 pages, published version, minor changes