The Brownian loop soup

Preprint English OPEN
Lawler, Gregory F. ; Werner, Wendelin (2003)
  • Subject: Mathematics - Probability

We define a natural conformally invariant measure on unrooted Brownian loops in the plane and study some of its properties. We relate this measure to a measure on loops rooted at a boundary point of a domain and show how this relation gives a way to ``chronologically add Brownian loops'' to simple curves in the plane.
  • References (13)
    13 references, page 1 of 2

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