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arxiv: 1606.03186 · v3 · pith:N4VVH6AFnew · submitted 2016-06-10 · 🧮 math.PR

Projecting the distribution of planar Browian motion at a stopping time through an analytic function

classification 🧮 math.PR
keywords 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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