The exit time of planar Brownian motion and the Phragmén-Lindelöf principle

DOI10.1016/J.JMAA.2014.09.005zbMATH Open1328.60189arXiv1306.3274OpenAlexW2963264067MaRDI QIDQ458352FDOQ458352

Greg Markowsky

Publication date: 7 October 2014

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

Abstract: In this note, we prove a version of the Phragmen-Lindelof principle using probabilistic techniques. In particular, we will show that if the p-th moment of the exit time of Brownian motion from a planar domain is finite, then an analytic function on that domain is either bounded by its supremum on the boundary or else goes to infinity along some sequence more rapidly than $e^{|z{|}^{2p}}$. We also present a method for constructing domains whose exit time has finite p-th moment, thereby giving a general Phragmen-Lindelof principle for spiral-like and star-like domains, and in the process giving a probabilistic proof of a theorem of Hansen. A number of auxiliary results are presented as well.

Full work available at URL: https://arxiv.org/abs/1306.3274

Recommendations

• Maximizing the \(p\)th moment of the exit time of planar Brownian motion from a given domain
• 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
• On the means of approach to the boundary of Brownian motion
• On the expected exit time of planar Brownian motion from simply connected domains

zbMATH Keywords

Brownian motionanalytic functionsplanar domainsexit timesPhragmén-Lindelöf principle

Mathematics Subject Classification ID

Brownian motion (60J65) Maximum principle, Schwarz's lemma, Lindelöf principle, analogues and generalizations; subordination (30C80)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Classical potential theory and its probabilistic counterpart.
• Exit times of Brownian motion, harmonic majorization, and Hardy spaces
• The Hardy class of a spiral-like function
• Title not available (Why is that?)

Cited In (8)

• Remarks on Gross' technique for obtaining a conformal Skorohod embedding of planar Brownian motion
• On the finiteness of moments of the exit time of planar Brownian motion from comb domains
• Maximizing the pth moment of the exit time of planar brownian motion from a given domain
• On the expected exit time of planar Brownian motion from simply connected domains
• A collection of results relating the geometry of plane domains and the exit time of planar Brownian motion
• Bounds for exit times of Brownian motion and the first Dirichlet eigenvalue for the Laplacian
• On the probability of fast exits and long stays of a planar Brownian motion in simply connected domains
• A short note on the mean exit time of the Brownian motion

This page was built for publication: The exit time of planar Brownian motion and the Phragmén-Lindelöf principle

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q458352)