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Moment Constants for Brownian Affine Approximation

Chen, Yue
arXiv (All) · Papers
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probability
We evaluate moment constants for the times during which Brownian motion admits uniform approximation by an unrestricted affine function or by a line through the origin. The first four moments are rational linear combinations of $1$ and $ζ(2j+1)/π^{2j}$, $1\le j\le4$; the means are $40ζ(3)/π^2-4/3$ a
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