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Minkowski sums and Brownian exit times

Christer Borell — 2007

Annales de la faculté des sciences de Toulouse Mathématiques

If C is a domain in n , the Brownian exit time of C is denoted by T C . Given domains C and D in n this paper gives an upper bound of the distribution function of T C + D when the distribution functions of T C and T D are known. The bound is sharp if C and D are parallel affine half-spaces. The paper also exhibits an extension of the Ehrhard inequality

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