The exit distribution for iterated Brownian motion in cones
The exit distribution for iterated Brownian motion in cones
复制标题
锥体中迭代布朗运动的出口分布
DOI：
10.1016/j.spa.2005.07.003
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发表时间：
2004
影响因子：
1.4
通讯作者：
Dante DeBlassie
中科院分区：
文献类型：
--
作者：
R. Bañuelos;Dante DeBlassie
研究了迭代布朗运动在锥体中的出口位置分布，得到了出口位置出现大幅度的概率信息。在此过程中，我们确定了锥内布朗运动的退出时间和退出位置的联合分布。这就产生了关于布朗运动的出口位置（谐波测度）的大值的信息。锥体的谐波测度已经被许多学者研究了很多年。我们的结果比以前得到的任何结果都更清晰。
We study the distribution of the exit place of iterated Brownian motion in a cone, obtaining information about the chance of the exit place having large magnitude. Along the way, we determine the joint distribution of the exit time and exit place of Brownian motion in a cone. This yields information on large values of the exit place (harmonic measure) for Brownian motion. The harmonic measure for cones has been studied by many authors for many years. Our results are sharper than any previously obtained.