欧几里得空间域内布朗运动的停留时间

Pub Date : 2021-05-18 DOI:10.1214/22-ecp498
Dimitrios Betsakos, Maher Boudabra, Greg Markowsky
{"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}
引用次数: 1

摘要

设$T_D$表示一个布朗运动从${\mathbb R}^n$中的域$D$的第一次退出时间。给定包含原点的域$U,W \subseteq {\mathbb R}^n$,我们研究了我们更有可能从$U$而不是$W$快速退出的情况,即对于$t$大,${\bf P}(T_U {\bf P}(T_W t) > {\bf P}(T_W>t)$。这一结果仅适用于二维空间,表明单位圆盘在所有施利希特域中具有最低的长停留概率。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
分享
查看原文
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.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信