The lifetime of conditioned Brownian motion in certain Lipschitz domains (Q1075699)

From MaRDI portal
Revision as of 14:18, 17 June 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
The lifetime of conditioned Brownian motion in certain Lipschitz domains
scientific article

    Statements

    The lifetime of conditioned Brownian motion in certain Lipschitz domains (English)
    0 references
    0 references
    1987
    0 references
    For certain Lipschitz domains D we obtain a series expansion for the distribution of the lifetime \(\tau_ D\) of conditioned Brownian motion on D. From this we determine \[ \lim_{t\to \infty}t^{-1} \log P^ h_ x(\tau_ D>t)=\lim_{t\to \infty}t^{-1}\quad \log P_ x(\tau_ D>t)=-\lambda_ D, \] where \(\lambda_ D\) is the first eigenvalue of \(\Delta\) /2 on D.
    0 references
    0 references
    series expansion for the distribution of the lifetime
    0 references
    conditioned Brownian motion
    0 references
    first eigenvalue
    0 references