Spitzer winding theorem
ID: spitzer-winding-theorem
For planar Brownian motion started at , let be its continuous unwrapped angle, initialized at zero. Then converges in distribution to the standard symmetric Cauchy distribution, with density . The angle records all completed turns rather than a bounded principal argument. The assertion is a convergence in distribution at deterministic times; it does not assert convergence of sample paths. A precise statement appears as Theorem 7.31 in Mörters and Peres, Brownian Motion.
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