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Brownian bricklayer: A random space-filling curve
Journal article

Brownian bricklayer: A random space-filling curve

Abstract

Let ( B ( t ) , t ≥ 0 ) denote the standard, one-dimensional Wiener process and ( ℓ ( y , t ) ; y ∈ R , t ≥ 0 ) its local time at level y up to time t . Then ( ( B ( t ) , ℓ ( B ( t ) , t ) ) , t ≥ 0 ) is a random, continuous path that fills the upper half-plane, covering one unit of area per unit time.

Authors

Forman N

Journal

Statistics & Probability Letters, Vol. 143, , pp. 43–46

Publisher

Elsevier

Publication Date

December 1, 2018

DOI

10.1016/j.spl.2018.07.010

ISSN

0167-7152

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