On the expected diameter of planar Brownian motion

McRedmond, James and Xu, Chang (2017) On the expected diameter of planar Brownian motion. Statistics and Probability Letters, 130. pp. 1-4. ISSN 0167-7152 (https://doi.org/10.1016/j.spl.2017.07.001)

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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.

ORCID iDs

Xu, Chang ORCID: https://orcid.org/0000-0003-2674-0034

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• Item metadata

  Item type:	Article
  ID code:	64964
  Dates:	Date Event 30 November 2017 Published 14 July 2017 Published Online 6 July 2017 Accepted
  Subjects:	Science > Mathematics > Probabilities. Mathematical statistics
  Department:	Faculty of Science > Mathematics and Statistics
  Depositing user:	Pure Administrator
  Date deposited:	01 Aug 2018 13:19
  Last modified:	05 Dec 2024 01:14
  Related URLs:	Journal or Publication http://dro.dur.ac.uk/22592/
  URI:	https://strathprints.strath.ac.uk/id/eprint/64964