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

DOI10.1016/J.JMAA.2014.09.005MaRDI QIDQ458352zbMATH OpenOpenAlexFDO

Authors Greg Markowsky

Publication date 7 October 2014

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

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

zbMATH Keywords

analytic functionsBrownian motionexit timesPhragmén-Lindelöf principleplanar domains

Mathematics Subject Classification ID

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

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.

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Cites work

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Cited in

(9)

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

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