{
  "id": "1007.4633",
  "version": "v1",
  "published": "2010-07-27T07:15:54.000Z",
  "updated": "2010-07-27T07:15:54.000Z",
  "title": "Asymptotic estimates of the distribution of Brownian hitting time of a disc",
  "authors": [
    "Kohei Uchiyama"
  ],
  "comment": "To appear in J. Theor. Probab",
  "categories": [
    "math.PR"
  ],
  "abstract": "The distribution of the first hitting time of a disc for the standard two dimensional Brownian motion is computed. By investigating the inversion integral of its Laplace transform we give fairy detailed asymptotic estimates of its density valid uniformly with respect to the point where the Brownian motion starts from.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2010-07-27T07:15:54.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "brownian hitting time",
      "distribution",
      "fairy detailed asymptotic estimates",
      "dimensional brownian motion",
      "brownian motion starts"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2010arXiv1007.4633U"
    }
  }
}