On Brownian exit times from some non-convex domains

M. Lifshits; A. Nazarov

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arXiv · 1807.08939

On Brownian exit times from some non-convex domains

M. Lifshits·A. Nazarov

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Abstract

We consider the tail probabilities for Brownian exit time from a class of perturbed multi-strips in Euclidean plane. Under some assumptions we prove that the long stays in a perturbed multi-strip are more likely than those in a strip of the same width. This effect is related to the existence of the trapped modes in waveguides.

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M. Lifshits, A. Nazarov. 2018-07-24. On Brownian exit times from some non-convex domains. https://arxiv.org/abs/1807.08939

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