Ratio limit theorems for a Brownian motion killed at the boundary of a Benedicks domain

DOI10.1214/AOP/1022677443MaRDI QIDQ1568282zbMATH OpenOpenAlexFDO

Authors P. Collet, Servet Martínez, Jaime San Martín

Publication date 2 August 2001

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1022677443

zbMATH Keywords

Benedicks domainBrownian motionheat kernelratio limit theorems

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Heat equation (35K05) Brownian motion (60J65)

Review text

Let be \(n\geq 0\) and consider \(E\), a closed proper subset of \(\mathbb{R}^{n-1}\). Also let \({\mathcal P}_E\) be the conc of positive harmonic functions in \({\mathcal D}=\mathbb{R}^n\setminus E\times \{0\}\) vanishing at \(E\). A result of \textit{M. Benedicks} [Ark. Math. 18, 53-72 (1980; Zbl 0455.31009)] states that either all functions in \({\mathcal P}_E\) are proportional or \({\mathcal P}_E\) is generated by two linearly independent, minimal positive harmonic functions. The authors characterize for an integral test both cases and remark that in both cases there is a unique, up to a multiplicative constant, positive harmonic and symmetric function. The authors show ratio limit theorems for the associated heat kernlel. When the hole is compact, the Martin boundary is two-dimensional. Sharp estimates on the life time probabilities are also obtained and the various constants appearing in the theory are identified in probabilistic terms.

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Cites work

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Cited in

(6)

• Existence of quasi-stationary measures for asymmetric attractive particle systems on \(\mathbb Z^d\)
• Ratio limit theorem for parabolic horn-shaped domains
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• The infinite Brownian loop on a symmetric space.
• Asymptotics for the heat kernel in multicone domains
• The Martin kernel for unbounded domains

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