On the probability of fast exits and long stays of a planar Brownian motion in simply connected domains

DOI10.1016/J.JMAA.2020.124454MaRDI QIDQ2208262zbMATH OpenOpenAlexFDO

Authors Dimitrios Betsakos, Maher Boudabra, Greg Markowsky

Publication date 23 October 2020

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2001.08331

zbMATH Keywords

exit timesplanar Brownian motionsimply connected domains

Mathematics Subject Classification ID

Brownian motion (60J65)

Abstract: Let $T^D$ denote the first exit time of a planar Brownian motion from a domain $D$. Given two simply connected planar domains $U,WeqSC$ containing $0$, we investigate the cases in which we are more likely to have fast exits (meaning for instance $$ for $t$ small) from $U$ than from $W$, or long stays (meaning $$ for $t$ large). We prove several results on these questions. In particular, we show that the primary factor in the probability of fast exits is the proximity of the boundary to the origin, while for long stays an important factor is the moments of the exit time. The complex analytic theory that motivated our inquiry is also discussed.

Recommendations

• On the expected exit time of planar Brownian motion from simply connected domains
• On the exit distribution of partially reflected Brownian motion in planar domains
• On the finiteness of moments of the exit time of planar Brownian motion from comb domains
• A collection of results relating the geometry of plane domains and the exit time of planar Brownian motion
• The exit time of planar Brownian motion and the Phragmén-Lindelöf principle
• On the duration of stays of Brownian motion in domains in Euclidean space
• Integrability properties and limit theorems for the exit time from a cone of planar Brownian motion
• Conditioned Brownian motion in simply connected planar domains
• The exit place of Brownian motion in an unbounded domain

Cites work

• A note on planar Brownian motion
• An approach to symmetrization via polarization
• Brownian motion and analytic functions
• Condenser capacities and symmetrization in geometric function theory. Translated from the Russian by Nikolai G. Kruzhilin
• Exit times of Brownian motion, harmonic majorization, and Hardy spaces
• Hardy classes and ranges of functions
• scientific article; zbMATH DE number 3883355 (Why is no real title available?)
• scientific article; zbMATH DE number 3811922 (Why is no real title available?)
• scientific article; zbMATH DE number 695110 (Why is no real title available?)
• scientific article; zbMATH DE number 3255204 (Why is no real title available?)
• The exit time of planar Brownian motion and the Phragmén-Lindelöf principle
• The Hardy class of a spiral-like function
• The size of an analytic function as measured by Lévy's time change

Cited in

(9)

• On Brownian exit times from perturbed multi-strips
• On the exit distribution of partially reflected Brownian motion in planar domains
• On the duration of stays of Brownian motion in domains in Euclidean space
• A conformal Skorokhod embedding
• On the Hardy number of comb domains
• On the expected exit time of planar Brownian motion from simply connected domains
• On the finiteness of moments of the exit time of planar Brownian motion from comb domains
• Maximizing the \(p\)th moment of the exit time of planar Brownian motion from a given domain
• A collection of results relating the geometry of plane domains and the exit time of planar Brownian motion

This page was built for publication: On the probability of fast exits and long stays of a planar Brownian motion in simply connected domains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2208262)