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arxiv: 0704.2362 · v1 · pith:ZGQTGJEZnew · submitted 2007-04-18 · 🧮 math.CA

On Brownian flights

classification 🧮 math.CA
keywords pointbrowniandistancechoosecompactepsilonfirstflights
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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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