{ "id": "1606.03186", "version": "v1", "published": "2016-06-10T05:43:42.000Z", "updated": "2016-06-10T05:43:42.000Z", "title": "Projecting the distribution of planar Browian motion at a stopping time through an analytic function", "authors": [ "Greg Markowsky" ], "categories": [ "math.PR" ], "abstract": "A method is given of deriving the distribution of planar Brownian motion evaluated at certain stopping times using analytic functions. This method relies upon a generalization of the standard conformal invariance of harmonic measure. A number of examples are given, including several in which the stopping time in question is not the exit time of a domain. It is also shown how appropriate choices of domains and stopping times can lead to new proofs of identities, including Euler's Basel sum and the Fourier transform for cosecant.", "revisions": [ { "version": "v1", "updated": "2016-06-10T05:43:42.000Z" } ], "analyses": { "subjects": [ "60J65", "30A99" ], "keywords": [ "stopping time", "planar browian motion", "analytic function", "distribution", "planar brownian motion" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }