Article ID Journal Published Year Pages File Type
5129636 Statistics & Probability Letters 2017 4 Pages PDF
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.

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Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
On the expected diameter of planar Brownian motion
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