How round are the complementary components of planar Brownian motion?

Abstract

Consider a Brownian motion W in C started from 0 and run for time 1. Let A(1),A(2),… denote the bounded connected components of C-W([0,1]). Let R(i) (resp. r(i)) denote the out-radius (resp. in-radius) of A(i) for i∈ N. Our main result is that E[Σi R(i)2| R(i)|θ ]<∞ for any θ<1. We also prove that Σi r(i)2| r(i)|=∞ almost surely. These results have the interpretation that most of the components A(i) have a rather regular or round shape.

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