Distortion of area and conditioned Brownian motion (Q1326352)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Distortion of area and conditioned Brownian motion
scientific article

    Statements

    Distortion of area and conditioned Brownian motion (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    15 August 1994
    0 references
    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.
    0 references
    0 references
    Brownian motion
    0 references
    hyperbolic geodesic
    0 references
    Euclidean geometric quantities
    0 references
    finite lifetime estimates
    0 references