Trapping planar Brownian motion in a non circular trap
Probability
2018-08-03 v3 Mathematical Physics
math.MP
Abstract
Brownian motion in the plane in the presence of a "trap" at which motion is stopped is studied. If the trap is a connected compact set, it is shown that the probability for planar Brownian motion to hit this set before a given time is well approximated even at short times by the probability that Brownian motion hits a disk of radius equal to the conformal radius of the trap .
Keywords
Cite
@article{arxiv.1610.09731,
title = {Trapping planar Brownian motion in a non circular trap},
author = {Jeffrey Schenker},
journal= {arXiv preprint arXiv:1610.09731},
year = {2018}
}
Comments
18 pages, Supported by NSF Award DMS-1411411; v.2 added reference to Collet et. al. and corrected typos