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The Brownian loop soup

2003/04/26 by Gregory F. Lawler, Wendelin Werner · 1 citation
Mathematics · #math.PR

paper · pdf

published as Probab. Th. Rel. Fields 128, 565-588 (2004)

arxiv created 2003/04/26 · arxiv updated 2017/07/18

Abstract

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.

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