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Department of Mathematical Sciences

Staff

Publication details

McRedmond, James & Xu, Chang (2017). On the expected diameter of planar Brownian motion. Statistics & Probability Letters 130: 1-4.

Author(s) from Durham

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.