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A. Nazarov

Publications and source records attributed to A. Nazarov.

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On Brownian exit times from some non-convex domains

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.

math.PR