Projecting the distribution of planar Browian motion at a stopping time through an analytic function
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🧮 math.PR
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stoppingtimeanalyticdistributiongeneralizationgivenincludingmethod
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A method is given of deriving the distribution of planar Brownian motion evaluated at certain stopping times using analytic functions. This method relies upon a generalization of the standard conformal invariance of harmonic measure. A number of examples are given, including several in which the stopping time in question is not the exit time of a domain. It is also shown how appropriate choices of domains and stopping times can lead to new proofs of identities, including Euler's Basel sum and a generalization of Leibniz's formula for $\pi$.
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