Brownian motion and the fundamental frequency of a drum (Q1341281)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Brownian motion and the fundamental frequency of a drum |
scientific article |
Statements
Brownian motion and the fundamental frequency of a drum (English)
0 references
2 January 1995
0 references
Let \(\lambda_ D\) be the first Dirichlet eigenvalue for the Laplacian in the simply connected domain \(D\). Let \(\tau_ D\) be the first exit time of the Brownian motion from \(D\) and \(E_ z(\tau_ D)\) be the expectation of \(\tau_ D\) under the measure of this Brownian motion starting at the point \(z\) in \(D\). Some estimates for the eigenvalue \(\lambda_ D\) and for the expectation \(E_ z(\tau_ D)\) are established.
0 references
first Dirichlet eigenvalue
0 references
Laplacian
0 references
exit time
0 references
Brownian motion
0 references
0 references
0 references