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《Chinese Journal of Applied Probability and Statistics》 1990-04
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ON THE WINDING OF POSITIVE RECURRENT DRIFTED BROWNIAN MOTIONS

GONG GUANGLU (Tsinghua University, Beijing) QIAN MINGPING XIONG JIE (Peking University, Beijing)  
In this paper, the asymptotic behavior of the winding of positive recurrent drifted BM is studied. It is proven that two constants c_1, c_2 can be specified such that φ_t/t■c_1ζ+c_2 (t→∞) where ζ is a Cauchy variable, and c_2=0 when the process is symmetric.
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