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We study the convex hull of planar Brownian motion run until the exit time from the unit disk. Our primary objective is to compute the expected perimeter of this convex hull, thereby complementing recent results on the convex hull of…

概率论 · 数学 2026-05-05 Hugo Panzo , Stjepan Šebek

We establish bounds on expected values of various geometric quantities that describe the size of the convex hull spanned by a path of the standard planar Brownian motion. Expected values of the perimeter and the area of the Brownian convex…

概率论 · 数学 2024-10-14 Wojciech Cygan , Hugo Panzo , Stjepan Šebek

We study the star hull of planar Brownian motion and bridge. Roughly speaking, this is the smallest starshaped set (with respect to the origin) that contains the trace of the path. In particular, we prove that the expected areas of the star…

概率论 · 数学 2026-02-12 Hugo Panzo

We study the random metric space called the Brownian plane, which is closely related to the Brownian map and is conjectured to be the universal scaling limit of many discrete random lattices such as the uniform infinite planar…

概率论 · 数学 2014-09-16 Nicolas Curien , Jean-François Le Gall

We consider a planar Brownian loop $B$ that is run for a time $T$ and conditioned on the event that its range encloses the unusually high area of $\pi T^2$, with $T$ being large. We study the deviation of the range of the conditioned…

概率论 · 数学 2007-05-23 Alan Hammond , Yuval Peres

We show that the occupation measure of planar Brownian motion exhibits a constant height gap of $5/\pi$ across its outer boundary. This property bears similarities with the celebrated results of Schramm--Sheffield [18] and Miller--Sheffield…

概率论 · 数学 2026-03-10 Antoine Jego , Titus Lupu , Wei Qian

The leading and next to leading terms of the average arithmetic area $< S(m)>$ enclosed by $m\to\infty$ independent closed Brownian planar paths, with a given length $t$ and starting from and ending at the same point, is calculated. The…

数学物理 · 物理学 2015-05-27 Jean Desbois , Stephane Ouvry

We compute exactly the mean perimeter and the mean area of the convex hull of a $2$-d Brownian motion of duration $t$ and diffusion constant $D$, in the presence of resetting to the origin at a constant rate $r$. We show that for any $t$,…

统计力学 · 物理学 2021-02-23 Satya N. Majumdar , Francesco Mori , Hendrik Schawe , Gregory Schehr

Known results show that the diameter $d_1$ of the trace of planar Brownian motion run for unit time satisfies $1.595 \leq \mathbb{E} d_1 \leq 2.507$. This note improves these bounds to $1.601 \leq \mathbb{E} d_1 \leq 2.355$. Simulations…

概率论 · 数学 2018-09-17 James McRedmond , Chang Xu

We pursue the analysis made in [1] on the arithmetic area enclosed by m closed Brownian paths. We pay a particular attention to the random variable S{n1,n2, ...,n} (m) which is the arithmetic area of the set of points, also called winding…

数学物理 · 物理学 2015-06-04 Jean Desbois , Stephane Ouvry

In this article we study the convex hull spanned by the union of trajectories of a standard planar Brownian motion, and an independent standard planar Brownian bridge. We find exact values of the expectation of perimeter and area of such a…

概率论 · 数学 2024-06-14 Stjepan Šebek

We relate the expected hyperbolic length of the perimeter of the convex hull of the trajectory of Brownian motion in the hyperbolic plane to an expectation of a certain exponential functional of a one-dimensional real-valued Brownian…

概率论 · 数学 2025-02-24 Chinmoy Bhattacharjee , Rik Versendaal , Andrew Wade

We study the Loewner evolution whose driving function is $W_t = B_t^1 + i B_t^2$, where $(B^1,B^2)$ is a pair of Brownian motions with a given covariance matrix. This model can be thought of as a generalization of Schramm-Loewner evolution…

概率论 · 数学 2023-07-24 Ewain Gwynne , Joshua Pfeffer

We prove a sharp estimate on the expected value of the integral of the index of a simple random walk on the square or triangular lattice. This gives new lower bounds on the averaged Dehn function, which measures the expected area needed to…

概率论 · 数学 2009-12-07 Bruno Schapira , Robert Young

A Brownian loop is a random walk circuit of infinitely many, suitably infinitesimal, steps. In a plane such a loop may or may not enclose a marked point, the origin, say. If it does so it may wind arbitrarily many times, positive or…

统计力学 · 物理学 2019-10-02 J. H. Hannay

We obtain a formula for the density of the winding number of planar Brownian motion around the origin, and deduce from it asymptotic expansions in inverse powers of the logarithm of the squared time, explicit in the angular variable. In…

概率论 · 数学 2012-10-08 Stella Brassesco , Silvana C. García Pire

We supplement a very recent paper of G. Markowsky concerned with the expected exit times of Brownian motion from planar domains. Besides the use of conformal mapping, we apply results from potential theory. We treat the case of a…

数学物理 · 物理学 2012-03-26 Mark W. Coffey

We study various properties of the convex hull of a planar Brownian motion, defined as the minimum convex polygon enclosing the trajectory, in the presence of an infinite reflecting wall. Recently, in a Rapid Communication [Phys. Rev. E…

统计力学 · 物理学 2015-09-02 M. Chupeau , O. Bénichou , S. N. Majumdar

The expected areas of the Wiener sausages swept by a disc attached to the two-dimensional Brownian Bridge joining the origin to a point x over a time interval [0,t] are computed. It is proved that the leading term of the expectation is…

概率论 · 数学 2012-10-26 Kohei Uchiyama

We study the effect of confinement on the mean perimeter of the convex hull of a planar Brownian motion, defined as the minimum convex polygon enclosing the trajectory. We use a minimal model where an infinite reflecting wall confines the…

统计力学 · 物理学 2016-02-18 M. Chupeau , O. Bénichou , S. N. Majumdar
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