Brownian loop measure
ID: brownian-loop-measure
Brownian loop measure is a sigma-finite measure on unrooted planar Brownian motion loops. A loop has a duration ; changing its starting time cyclically represents the same unrooted loop. Let be the probability law of a planar Brownian bridge from to of duration . For a nonnegative measurable function of an unrooted loop,Here is planar Lebesgue measure. The weight combines the planar Brownian transition density with a further factor for unrooting. Restricting to loops contained in a domain gives its loop measure. A conformal map, with the conformal Brownian clock on each loop, transports this restricted measure to that of the image domain.[ref]
The Brownian loop soup by Gregory F. Lawler and Wendelin Werner. Section 4.1, equation (15) and Proposition 6
A Poisson point process with intensity is a Brownian loop soup. This construction connects Brownian motion to conformal restriction measure on simple loops through loop boundaries. The measure is infinite, so drawing one loop requires a finite restriction and normalization.
New to topics? Read the docs here!