be in a world of (one's) own
To be consumed by one's thoughts, imagination, etc., to such a degree that one is unaware of or insensitive to one's surroundings and/or the outside world in general. When she starts writing, Helen is in a world of her own, and it's very difficult to get her attention.
live in a world of (one's) own
To be consumed by one's thoughts, imagination, etc., to such a degree that one is unaware of or insensitive to one's surroundings and/or the outside world in general. Helen lives in a world of her own, so it's very difficult to talk to her about practical issues.