  A Brownian loop is a random walk circuit of infinitely many, suitably
infinitesimal, steps. In a plane such a loop may or may not enclose a marked
point, the origin, say. If it does so it may wind arbitrarily many times,
positive or negative, around that point. Indeed from the (long known)
probability distribution, the mean square winding number is infinite, so all
statistical moments - averages of powers of the winding number - are infinity
(even powers) or zero (odd powers, by symmetry). If an additional marked point
is introduced at some distance from the origin, there are now two winding
numbers, which are correlated. That correlation, the average of the product of
the two winding numbers, is finite and is calculated here. The result takes the
form of a single well-convergent integral that depends on a single parameter -
the suitably scaled separation of the marked points. The integrals of the
correlation weighted by powers of the separation are simple factorial
expressions. Explicit limits of the correlation for small and large separation
of the marked points are found.
