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

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scientific article; zbMATH DE number 3951734
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    The lifetime of conditioned Brownian motion in certain Lipschitz domains
    scientific article; zbMATH DE number 3951734

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      The lifetime of conditioned Brownian motion in certain Lipschitz domains (English)
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      1987
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      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.
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      series expansion for the distribution of the lifetime
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      conditioned Brownian motion
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      first eigenvalue
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