The probability that Brownian motion almost contains a line

نویسنده

  • Robin Pemantle
چکیده

Let R be the Wiener sausage of radius about a planar Brownian motion run to time 1. Let P be the probability that R contains the line segment [0, 1] on the x-axis. Upper and lower estimates are given for P . The upper estimate implies that the range of a planar Brownian motion contains no line segment.

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تاریخ انتشار 2003