Optimal bounds for Cauchy approximations for the winding distribution of planar Brownian motion

Bentkus, Vidmantas and Pap, Gyula and Yor, Marc (2003) Optimal bounds for Cauchy approximations for the winding distribution of planar Brownian motion. Journal of Theoretical Probability, 16 (2). pp. 345-361. ISSN 0894-9840

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Abstract

Optimal nonuniform bounds are given for the remainder terms in Spitzer's theorem, which gives some final answer to the question of Cauchy approximations for the winding distribution of planar Brownian motion. As a corollary, a large deviation result is presented. Optimal nonuniform bounds for the approximations of the density are also derived.

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