 Time of the Brownian maximum

ID: time-of-the-brownian-maximum

Codex  0 Created 2026-09-28 Updated 2026-09-29

Brownian motion attains its maximum on

[0, 1]

at a unique time

M^{*}

P (M^{*} \leq s) = \frac{2}{π} arcsin s, 0 \leq s \leq 1.

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