Brownian bricklayer: a random space-filling curve

DOI10.1016/J.SPL.2018.07.010MaRDI QIDQ1726727zbMATH OpenOpenAlexFDO

Authors Noah Mills Forman

Publication date 20 February 2019

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1708.07172

zbMATH Keywords

Brownian motionlocal timesspace-filling curve

Mathematics Subject Classification ID

Sample path properties (60G17) Local time and additive functionals (60J55)

Abstract: Let $(B(t),,tge0)$ denote the standard, one-dimensional Wiener process and $(ell(y,t);,yinmathbbR,,tge0)$ its local time at level $y$ up to time $t$. Then $$ is a random path that fills the upper half-plane, covering one unit of area per unit time.

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Cited in

(1)

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