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Brownian Motion — Zero Crossings

How often does a random walk return to zero? Arc-sine law and the fractal structure of recurrence times

Avg zero crossings:  |  Avg fraction positive:  |  Expected (arc-sine mean): 0.500
The arc-sine law (Lévy 1939): the fraction of time a Brownian path spends positive has distribution P(x) = 1/(π√(x(1−x))), which is U-shaped — paths tend to stay mostly positive or mostly negative. Zero-crossing times follow a power-law tail ~ t−3/2. The path is recurrent but crossings become increasingly rare.