James McRedmond
On the expected diameter of planar Brownian motion
McRedmond, James; Xu, Chang
Authors
Chang Xu
Abstract
Known results show that the diameter d1 of the trace of planar Brownian motion run for unit time satisfies 1.595≤Ed1≤2.507. This note improves these bounds to 1.601≤Ed1≤2.355. Simulations suggest that Ed1≈1.99.
Citation
McRedmond, J., & Xu, C. (2017). On the expected diameter of planar Brownian motion. Statistics and Probability Letters, 130, 1-4. https://doi.org/10.1016/j.spl.2017.07.001
| Journal Article Type | Article |
|---|---|
| Acceptance Date | Jul 6, 2017 |
| Online Publication Date | Jul 14, 2017 |
| Publication Date | Jul 14, 2017 |
| Deposit Date | Aug 10, 2017 |
| Publicly Available Date | Jul 14, 2018 |
| Journal | Statistics and Probability Letters |
| Print ISSN | 0167-7152 |
| Electronic ISSN | 1879-2103 |
| Publisher | Elsevier |
| Peer Reviewed | Peer Reviewed |
| Volume | 130 |
| Pages | 1-4 |
| DOI | https://doi.org/10.1016/j.spl.2017.07.001 |
| Public URL | https://durham-repository.worktribe.com/output/1352607 |
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http://creativecommons.org/licenses/by-nc-nd/4.0/
Copyright Statement
© 2017 This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/
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