Extension of Domains with Finite Gauge.
We derive asymptotics for the probability that the origin is an extremal point of a random walk in . We show that in order for the probability to be roughly , the number of steps of the random walk should be between and for some constant . As a result, we attain a bound for the -covering time of a spherical Brownian motion.
This paper investigates isoperimetric-type inequalities for conditioned Brownian motion and their generalizations in terms of the hyperbolic metric. In particular, a generalization of an inequality of P. Griffin, T. McConnell and G. Verchota, concerning extremals for the lifetime of conditioned Brownian motion in simply connected domains, is proved. The corresponding lower bound inequality is formulated in various equivalent forms and a special case of these is proved.
We apply the Feynman-Kac formula to compute the λ-Poisson kernels and λ-Green functions for half-spaces or balls in hyperbolic spaces. We present known results in a unified way and also provide new formulas for the λ-Poisson kernels and λ-Green functions of half-spaces in ℍⁿ and for balls in real and complex hyperbolic spaces.
Consider 3-dimensional Brownian motion started on the unit sphere {|x| = 1} with initial density ρ. Let ρt be the first hitting density on the sphere {|x| = t + 1}, t > 0. Then the linear operators Tt defined by Tt ρ = ρt form a semigroup with an infinitesimal generator which is approximately the square root of the Laplacian. This paper studies the analogous situation for Brownian motion with a drift b, where b is small in a suitable scale invariant norm.