Topological classification of Brownian orbits

J Chem Phys. 2012 Sep 14;137(10):104907. doi: 10.1063/1.4752199.

Abstract

This paper presents the exact formula for the bivariate probability distribution function of a Brownian particle as a function of its position and velocity, whose orbit makes a specified number of turns around an infinite straight line. In the limit of large friction constant, the solution reduces to the well-known results for random Wiener paths. Topological entanglements of stiff polymers are discussed on the basis of this solution. The method to find the solution is applied to the velocity space of a Brownian motion, and the probability to find a closed path with a specified winding number is obtained. Hence, closed two-dimensional Brownian orbits are classified into regular homotopy classes, whose statistical weight is derived as a function of the total length and the friction constant.