McRedmond, James and Xu, Chang (2017) 'On the expected diameter of planar Brownian motion.', Statistics & probability letters., 130 . pp. 1-4.
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.
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|Publisher Web site:||https://doi.org/10.1016/j.spl.2017.07.001|
|Publisher 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/|
|Record Created:||10 Aug 2017 16:58|
|Last Modified:||11 Aug 2017 09:42|
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