Distortion of area and conditioned Brownian motion (Q1326352): Difference between revisions
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Latest revision as of 15:56, 22 May 2024
scientific article
Language | Label | Description | Also known as |
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English | Distortion of area and conditioned Brownian motion |
scientific article |
Statements
Distortion of area and conditioned Brownian motion (English)
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15 August 1994
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In a simply connected planar domain \(D\) the expected lifetime of conditioned Brownian motion may be viewed as a function on the set of hyperbolic geodesics for the domain. We show that each hyperbolic geodesic \(\gamma\) induces a decomposition of \(D\) into disjoint subregions \(\Omega_ j\), \(\bigcup_ j \Omega_ j=D\), and that the subregions are obtained in a natural way by using Euclidean geometric quantities relating \(\gamma\) to \(D\). The lifetime associated with \(\gamma\) on each \(\Omega_ j\) is then shown to be bounded by the product of the diameter of the smallest ball containing \(\gamma \cap \Omega_ j\) and the diameter of the largest ball in \(\Omega_ j\). Because this quantity is never larger than, and in general is much smaller than, the area of the largest ball in \(\Omega_ j\), it leads to finite lifetime estimates in a variety of domains of infinite area.
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Brownian motion
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hyperbolic geodesic
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Euclidean geometric quantities
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finite lifetime estimates
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