By Philip Ernst and Larry Shepp

Consider a Wiener process *W* on a circle of circumference *L*. We prove the rather surprising result that the Laplace transform of the distribution of the first time, *\theta_L*, when the Wiener process has visited every point of the circle can be solved in closed form using a continuous recurrence... Show more

May 11, 2016

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On the Time for Brownian Motion to Visit Every Point on a Circle

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