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The Exit Place of Brownian Motion in an Unbounded Domain


 
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1. Title Title of document The Exit Place of Brownian Motion in an Unbounded Domain
 
2. Creator Author's name, affiliation, country Dante DeBlassie; New Mexico State University; Mexico
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Exit place of Brownian motion, parabolic-type domain, horn-shaped domain, $h$-transform, Green function, harmonic measure
 
3. Subject Subject classification 60J65
 
4. Description Abstract For Brownian motion in an unbounded domain we study the influence of the "far away" behavior of the domain on the probability that the modulus of the Brownian motion is large when it exits the domain. Roughly speaking, if the domain expands at a sublinear rate, then the chance of a large exit place decays in a subexponential fashion. The decay rate can be explicitly given in terms of the sublinear expansion rate. Our results encompass and extend some known special cases.
 
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6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2009-12-14
 
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/726
 
10. Identifier Digital Object Identifier 10.1214/EJP.v14-726
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 14
 
12. Language English=en
 
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