On the occupation times of Brownian excursions and Brownian loops
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🧮 math.PR
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brownianexcursionsoccupationcloudfieldsgaussianloopstimes
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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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