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.
Original language | English |
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Pages (from-to) | 1-4 |
Number of pages | 4 |
Journal | Statistics and Probability Letters |
Volume | 130 |
Early online date | 14 Jul 2017 |
DOIs | |
Publication status | Published - 30 Nov 2017 |
Keywords
- Brownian motion
- convex hull
- diameter