Brownian paths and cones (Q1063934): Difference between revisions

Let \({\mathcal W}(\alpha)\) be the totality of cones of vertical angle \(\alpha\) in \({\mathbb{R}}^ n\), and Z(t) be the standard n-dimensional Brownian motion. Then the author proves Theorem 1. Let \(A(\alpha)\equiv \{\omega\); there exist \(s_ 1\) and \(s_ 2\), \(0\leq s_ 1\leq s_ 2\) and \(w={\mathcal W}(\alpha)\) such that \(v(W)=Z(s_ 1)\) and Z(t)\(\in W\) for all \(t\in (s_ 1,s_ 2)\}\), where v(W) means the vertex point of the cone W. Then \(P(A(\alpha))=0\), if \(\cos (\alpha)>1/\sqrt{n}\), and \(=1\), if \(\cos (\alpha)<1/\sqrt{n}.\) He also claims without proof that the following fact holds Theorem 2. Fix a (n-1)-dimensional hyperplane H in \({\mathbb{R}}^ n\) and set \(B(\alpha)=\{\omega\); there exist \(s_ 1\), \(s_ 2\), \(0<s_ 1<s_ 2\), and \(W\in {\mathcal W}(\alpha)\) such that \(W\cap H=\emptyset\), \(v(W)=Z(s_ 1)\in H\) and Z(t)\(\in W\) for all \(t\in (s_ 1,s_ 2)\}\). Then \(P(B(\alpha))=0\) for any \(\alpha\), \(0<\alpha <\pi /2\).