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arXiv · 0704.2362

On Brownian flights

Athanasios Batakis·Pierre Levitz·Michel Zinsmeister
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Abstract

Let K be a compact subset of ${\mathbb R}^n$. We choose at random with uniform law a point at distance $\epsilon$ of K and start a Brownian motion (BM) from this point. We study the probability that this BM hits K for the first time at a distance $\geq r$ from the starting point.

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Athanasios Batakis, Pierre Levitz, Michel Zinsmeister. 2007-04-18. On Brownian flights. https://arxiv.org/abs/0704.2362

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