{"title":"欧几里得空间域内布朗运动的停留时间","authors":"Dimitrios Betsakos, Maher Boudabra, Greg Markowsky","doi":"10.1214/22-ecp498","DOIUrl":null,"url":null,"abstract":"Let $T_D$ denote the first exit time of a Brownian motion from a domain $D$ in ${\\mathbb R}^n$. Given domains $U,W \\subseteq {\\mathbb R}^n$ containing the origin, we investigate the cases in which we are more likely to have fast exits from $U$ than $W$, meaning ${\\bf P}(T_U {\\bf P}(T_W t) > {\\bf P}(T_W>t)$ for $t$ large. This result, which applies only in two dimensions, shows that the unit disk has the lowest probability of long stays amongst all Schlicht domains.","PeriodicalId":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2021-05-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"On the duration of stays of Brownian motion in domains in Euclidean space\",\"authors\":\"Dimitrios Betsakos, Maher Boudabra, Greg Markowsky\",\"doi\":\"10.1214/22-ecp498\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Let $T_D$ denote the first exit time of a Brownian motion from a domain $D$ in ${\\\\mathbb R}^n$. Given domains $U,W \\\\subseteq {\\\\mathbb R}^n$ containing the origin, we investigate the cases in which we are more likely to have fast exits from $U$ than $W$, meaning ${\\\\bf P}(T_U {\\\\bf P}(T_W t) > {\\\\bf P}(T_W>t)$ for $t$ large. This result, which applies only in two dimensions, shows that the unit disk has the lowest probability of long stays amongst all Schlicht domains.\",\"PeriodicalId\":0,\"journal\":{\"name\":\"\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0,\"publicationDate\":\"2021-05-18\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1214/22-ecp498\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1214/22-ecp498","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
On the duration of stays of Brownian motion in domains in Euclidean space
Let $T_D$ denote the first exit time of a Brownian motion from a domain $D$ in ${\mathbb R}^n$. Given domains $U,W \subseteq {\mathbb R}^n$ containing the origin, we investigate the cases in which we are more likely to have fast exits from $U$ than $W$, meaning ${\bf P}(T_U {\bf P}(T_W t) > {\bf P}(T_W>t)$ for $t$ large. This result, which applies only in two dimensions, shows that the unit disk has the lowest probability of long stays amongst all Schlicht domains.