{"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":50543,"journal":{"name":"Electronic Communications in Probability","volume":" ","pages":""},"PeriodicalIF":0.5000,"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\":50543,\"journal\":{\"name\":\"Electronic Communications in Probability\",\"volume\":\" \",\"pages\":\"\"},\"PeriodicalIF\":0.5000,\"publicationDate\":\"2021-05-18\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Electronic Communications in Probability\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1214/22-ecp498\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Electronic Communications in Probability","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1214/22-ecp498","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","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.
期刊介绍:
The Electronic Communications in Probability (ECP) publishes short research articles in probability theory. Its sister journal, the Electronic Journal of Probability (EJP), publishes full-length articles in probability theory. Short papers, those less than 12 pages, should be submitted to ECP first. EJP and ECP share the same editorial board, but with different Editors in Chief.