The Exit Place of Brownian Motion in the Complement of a Horn
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1. | Title | Title of document | The Exit Place of Brownian Motion in the Complement of a Horn |
2. | Creator | Author's name, affiliation, country | Dante DeBlassie; Texas A&M University |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | Horn-shaped domain, $h$-transform, Feynman-Kac representation, exit place of Brownian motion, harmonic measure. |
3. | Subject | Subject classification | 60J65 |
4. | Description | Abstract | Consider the domain lying outside a horn. We determine asymptotics of the logarithm of the chance that Brownian motion in the domain has a large exit place. For a certain class of horns, the behavior is given explicitly in terms of the geometry of the domain. We show that for some horns the behavior depends on the dimension, whereas for other horns, it does not. Analytically, the result is equivalent to estimating the harmonic measure of the part of the domain lying outside a cylinder with large diameter. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | |
7. | Date | (YYYY-MM-DD) | 2008-07-09 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ejp.ejpecp.org/article/view/524 |
10. | Identifier | Digital Object Identifier | 10.1214/EJP.v13-524 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Journal of Probability; Vol 13 |
12. | Language | English=en | |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
15. | Rights | Copyright and permissions | The Electronic Journal of Probability applies the Creative Commons Attribution License (CCAL) to all articles we publish in this journal. Under the CCAL, authors retain ownership of the copyright for their article, but authors allow anyone to download, reuse, reprint, modify, distribute, and/or copy articles published in EJP, so long as the original authors and source are credited. This broad license was developed to facilitate open access to, and free use of, original works of all types. Applying this standard license to your work will ensure your right to make your work freely and openly available. Summary of the Creative Commons Attribution License You are free
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