The probability that brownian motion almost contains a line

Robin Pemantle

Annales de l'I.H.P. Probabilités et statistiques (1997)

  • Volume: 33, Issue: 2, page 147-165
  • ISSN: 0246-0203

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Pemantle, Robin. "The probability that brownian motion almost contains a line." Annales de l'I.H.P. Probabilités et statistiques 33.2 (1997): 147-165. <http://eudml.org/doc/77563>.

@article{Pemantle1997,
author = {Pemantle, Robin},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {planar Brownian motion; range of trajectory; Wiener sausage},
language = {eng},
number = {2},
pages = {147-165},
publisher = {Gauthier-Villars},
title = {The probability that brownian motion almost contains a line},
url = {http://eudml.org/doc/77563},
volume = {33},
year = {1997},
}

TY - JOUR
AU - Pemantle, Robin
TI - The probability that brownian motion almost contains a line
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1997
PB - Gauthier-Villars
VL - 33
IS - 2
SP - 147
EP - 165
LA - eng
KW - planar Brownian motion; range of trajectory; Wiener sausage
UR - http://eudml.org/doc/77563
ER -

References

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  8. [8] G. Lawler, On the covering time of a disc by simple random walk in two dimensions. In: Seminar on stochastic processes, 1992, R. BASS and K. BURDZY managing editors, Birkhäuser: Boston. Zbl0789.60019MR1278083
  9. [9] J.F. Le Gall, Some properties of planar Brownian motion, Springer Lecture Notes in Mathematics, Vol. 1527, 1991, pp. 112-234. MR1229519
  10. [10] P. Lévy, Le mouvement brownien plan, Amer. J. Math., 1940, Vol. 62, pp. 487-550. Zbl0024.13906MR2734JFM66.0619.02
  11. [11] T. Meyre and W. Werner, Estimation asymptotique du rayon du plus grand disque couvert par la saucisse de Wiener plane, Stochastics and Stochastics Reports, Vol. 48, 1994, pp. 45-59. Zbl0828.60066MR1786191
  12. [12] D. Ray, Sojourn times and the exact Hausdorff measure of the sample path for planar Brownian motion, Trans. AMS, Vol. 106, 1963, pp. 436-444. Zbl0119.14602MR145599
  13. [13] P. Révész, Estimates on the largest disc covered by a random walk, Ann. Probab., Vol. 18, 1990, pp. 1784-1789. Zbl0721.60071MR1071825
  14. [14] T. Salisbury, Energy, and intersections of Markov chains. In: IMA volume on Random discrete structures, D. ALDOUS and R. PEMANTLE Eds., 1996. Springer: Berlin. Zbl0845.60068MR1395618

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