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 | Mar 28, 2024 |
Journal | Statistics and Probability Letters |
Print ISSN | 0167-7152 |
Publisher | Elsevier |
Peer Reviewed | Peer Reviewed |
Volume | 130 |
Pages | 1-4 |
DOI | https://doi.org/10.1016/j.spl.2017.07.001 |
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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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