中文

The probability that Brownian motion almost covers a line

概率论 2015-06-26 v1

摘要

Lower and upper estimates are given for the probability that the epsilon-enlargement of planar Brownian motion to time 1 (the epsilon sausage) contains a unit line segment. The estimates imply that Brownian motion to time 1 itself contains no line segment.

关键词

引用

@article{arxiv.math/9701228,
  title  = {The probability that Brownian motion almost covers a line},
  author = {Robin Pemantle},
  journal= {arXiv preprint arXiv:math/9701228},
  year   = {2015}
}