A Collection of Results Relating the Geometry of Plane Domains and the Exit Time of Planar Brownian Motion

Maher Boudabra, Andrew Buttigieg, Greg Markowsky

Research output: Contribution to journalArticleResearchpeer-review

Abstract

We prove a number of results relating exit times of planar Brownian motion 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.

Original languageEnglish
Pages (from-to)469-488
Number of pages20
JournalComputational Methods and Function Theory
Volume23
Issue number3
DOIs
Publication statusPublished - Sept 2023

Keywords

  • Analytic functions
  • Brownian motion
  • Exit times
  • Harmonic measure

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