On Brownian flights

DOI10.4310/PAMQ.2011.V7.N1.A5MaRDI QIDQ652915zbMATH OpenFDO

Authors Athanasios Batakis, Pierre Levitz, Michel Zinsmeister

Publication date 5 January 2012

Published in Pure and Applied Mathematics Quarterly (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0704.2362

zbMATH Keywords

Brownian motionharmonic measureJohn domainMinkowski dimensionquasi-conformal mapping

Mathematics Subject Classification ID

Quasiconformal mappings in the complex plane (30C62) Capacity and harmonic measure in the complex plane (30C85) Sums of independent random variables; random walks (60G50) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

Abstract: Let K be a compact subset of ${mathbbR}^n$. We choose at random with uniform law a point at distance $epsilon$ of K and start a Brownian motion (BM) from this point. We study the probability that this BM hits K for the first time at a distance $geqr$ from the starting point.

Review text

The paper deals with diffusive dynamics of Brownian particles. \textit{D. Grebenkov, K. Kolwankar, P. Levitz, B. Sapoval} and \textit{M. Zinsmeister} [``Brownian flights over a fractal nest and first passage statistics on irregular surfaces, Phys. Rev. Lett. 96, Article-No. 180601 (2006)] gave the first mathematical explanation to the experimentally obtained distribution law of the variable equal to the distance between the starting point and the first hitting point of the surface of the random walker. In the present article a rigorous statement of this result is formulated. Under minimal assumptions this result is proved. Also, an alternative approach to the result in the quasicircle perturbative case is presented.

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Cited in

(2)

• On the exit distribution of partially reflected Brownian motion in planar domains
• Markov Random Flights

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