{ "id": "2001.08330", "version": "v1", "published": "2020-01-23T01:29:31.000Z", "updated": "2020-01-23T01:29:31.000Z", "title": "Maximizing the $p$-th moment of exit time of planar Brownian motion from a given domain", "authors": [ "Maher Boudabra", "Greg Markowsky" ], "categories": [ "math.PR", "math.CV" ], "abstract": "In this paper we address the question of finding the point which maximizes the $p$-th moment of the exit time of planar Brownian motion from a given domain. We present a geometrical method of excluding parts of the domain from consideration which makes use of a coupling argument and the conformal invariance of Brownian motion. In many cases the maximizing point can be localized to a relatively small region. Several illustrative examples are presented.", "revisions": [ { "version": "v1", "updated": "2020-01-23T01:29:31.000Z" } ], "analyses": { "keywords": [ "planar brownian motion", "exit time", "th moment", "maximizing", "conformal invariance" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }