arXiv Analytics

Sign in

arXiv:2107.10985 [math.PR]AbstractReferencesReviewsResources

A collection of results relating the geometry of plane domains and the exit time of planar Brownian motion

Maher Boudabra, Andrew Buttigieg, Greg Markowsky

Published 2021-07-23Version 1

We prove a number of results relating exit times of planar Brownian with the geometric properties of the domains in question. Included are proofs of the conformal invariance of moduli of rectangles and annuli using Brownian motion; similarly probabilistic proofs of some recent results of Karafyllia on harmonic measure on starlike domains; examples of domains and their complements which are simultaneously large when measured by the moments of exit time of Brownian motion, and examples of domains and their complements which are simultaneously small; and proofs of several identities involving the Cauchy distribution using the optional stopping theorem.

Related articles: Most relevant | Search more
arXiv:1812.06643 [math.PR] (Published 2018-12-17)
Many proofs that $\sum_{n=1}^{\infty} \frac{1}{n^2} = \frac{π^2}{6}$ can be found in the conformal invariance of planar Brownian motion
arXiv:math/0007042 [math.PR] (Published 2000-07-07)
Critical exponents, conformal invariance and planar Brownian motion
arXiv:2001.08330 [math.PR] (Published 2020-01-23)
Maximizing the $p$-th moment of exit time of planar Brownian motion from a given domain