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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 PDF
 
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.)
 
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