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On the occupation times of Brownian excursions and Brownian loops (1208.0156v1)
Published 1 Aug 2012 in math.PR
Abstract: We study properties of occupation times by Brownian excursions and Brownian loops in two-dimensional domains. This allows for instance to interpret some Gaussian fields, such as the Gaussian Free Fields as (properly normalized) fluctuations of the total occupation time of a Poisson cloud of Brownian excursions when the intensity of the cloud goes to infinity.
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