Collision times and exit times from cones: A duality
The authors consider the first collision time \(\tau\) of three independent one-dimensional Wiener processes and show that \(\tau\) corresponds to the first exit time for Brownian motion in a cone in \(\mathbb{R}^ 2\). This duality is used to obtain the distribution of \(\tau\) from results of Spitzer and DeBlassie. In the case of equal infinitesimal variance, the distribution of \(\tau\) is determined in closed form by a more elementary approach. The duality is then used for the first exit time of Brownian motion in a cone of angle \(\pi/3\). Extensions to Markov processes and to \(n\) independent Wiener processes are also discussed.
- The exact asymptotic of the time to collision
- Mean exit time from convex hypersurfaces
- Collision probabilities for convex sets
- Exit time of a centered random walk from a cone
- Collision Local Times and Measure-Valued Processes
- Exit times from equilateral triangles
- Analysis of the finiteness for the first collision time between two randomly moving particles
- Collision probability for random trajectories in two dimensions
- A collision probability problem
- A limiting result for the structure of collisions between many independent diffusions
- Ber�hrwahrscheinlichkeiten f�r konvexe K�rper
- Brownian first exit from and sojourn over one sided moving boundary and application
- Coalescing random walks and voter model consensus times on the torus in \({\mathbb{Z}}^ d\)
- Collision probabilities for convex sets
- Exit times from cones in \({\mathbb{R}}^ n\) of Brownian motion
- Hitting spheres by straight-line motion or Brownian motion
- scientific article; zbMATH DE number 3698143 (Why is no real title available?)
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- Limiting point processes for rescalings of coalescing and annihilating random walks on \(Z^ n\).
- On the Hausdorff dimension of Brownian cone points
- Self-diffusion in a non-uniform one dimensional system of point particles with collisions
- Some Theorems Concerning 2-Dimensional Brownian Motion
- Zufällige Berührung konvexer Körper durch q-dimensionale Ebenen
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