Exit Times for Brownian Motion and Location Detection

Cole A. Kratz; Jeffrey J. Langford

Home/Archive/arXiv

arXiv · 2609.00209

Exit Times for Brownian Motion and Location Detection

Cole A. Kratz·Jeffrey J. Langford

View original source ↗Read source document ↗Export metadata ↓

Abstract

In 2023, Wyman and Xi asked ``Can you hear your location on a manifold?'' We pose a related question, asking if probabilistic data can be used to recover location within a manifold. More precisely, we ask if location can be recovered from the distribution of exit times of Brownian sample paths. We show that exit time moments determine location up to symmetry for a variety of two-dimensional domains. Beginning with (convex) domains whose boundaries are conic curves, we show that in elliptic, parabolic, and hyperbolic domains, the first two exit time moments are sufficient to detect location up to symmetry. We establish similar results in unbounded wedge domains and equilateral triangular domains. We show that the full sequence of exit time moments determines location in rectangular domains. We end with two location detection results on general planar domains. The key tool driving our work is a ``Poisson hierarchy,'' which establishes a connection between exit time moments of Brownian motion and solutions to a family of PDE problems.

Explore related subjects

math.AP math.PR

Keep this discovery

Explore connections, maps & timelines

BibTeX RIS

Cole A. Kratz, Jeffrey J. Langford. 2026-08-31. Exit Times for Brownian Motion and Location Detection. https://arxiv.org/abs/2609.00209

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2026

Renormalized Lambert-W Cascade and Finite-Time Amplification and Blowup for reconstructed b Dynamics on T^3 for the 3D Navier Stokes Equations

This article extracts and consolidates the renormalized Lambert-$W$ branch-point cascade, its distinguished phase reduction, the exact characteristic invariant and finite-time amplification mechanism, and the extended reconstructed $b_i$ equation on $\mathbb T^3$. Repeated historical derivations are removed while the principal proofs and terminal reconstruction estimates are retained. The presentation separates exact finite-depth statements from coupled-depth asymptotics and records the hypotheses required for the extended PDE reconstruction. This paper further supports a recent paper \cite {moschandreou2026exploration} published by the corresponding author which claims that the Navier Stokes equations lose smoothness in finite time from initial smooth data.

math.AP↗

arXiv2026

Unconditional uniqueness for the derivative nonlinear Schrödinger equation by normal form approach

We prove uniqueness of solutions to the Cauchy problem for the derivative nonlinear Schrödinger equation in $L^\infty_tH^{1/2}_x$. Our proof is based on the method of normal form reduction (NFR), which has been employed to obtain the uniqueness in $C_tH^s_x$, $s>1/2$. To overcome logarithmic divergences at the $H^{1/2}$ regularity, we exploit the $B^{0+}_{\infty,1}$ control of solutions provided by a refined Strichartz estimate. Our NFR argument consists of two stages: we first use NFR finitely many times to derive an intermediate equation in which the main cubic nonlinearity is restricted to a certain type of frequency interaction; we then apply the infinite NFR scheme to the intermediate equation. Moreover, we modify the usual NFR argument relying on continuity in time of solutions so that the uniqueness in the class $L^\infty_tH^{1/2}_x$ can be obtained directly.

math.AP↗

arXiv2026

Equivalence between solvability of the Dirichlet and Regularity problem under an $L^1$ Carleson condition on $\partial_t A$

We study an elliptic operator $L:=-\mathrm{div}(A\nabla \cdot)$ on the upper half space. It is known that solvability of the Regularity problem in $\dot{W}^{1,p}$ implies solvability of the adjoint Dirichlet problem in $L^{p'}$. Previously, Shen (2007) established a partial reverse result. In our work, we show that if we assume a mixed $L^1-L^\infty$ condition on only $|\partial_t A|$, the full reverse direction holds. As a result, we obtain equivalence between solvability of the Dirichlet problem $(D)^*_{p'}$ and the Regularity problem $(R)_p$ under this condition. As a further consequence, we can extend the class of operators for which the $L^p$ Regularity problem is solvable by operators satisfying the mixed $L^1-L^\infty$ condition. Additionally in the case of the upper half plane, this class includes operators satisfying this this mixed $L^1-L^\infty$ condition.

math.AP↗