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Brownian motion and Symmetrization

2015/05/07 by Kojar, Tomas
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1505.01868

Abstract

In this survey we explore the salient connections made between Brownian motion, symmetrization and complex analysis in the last 60 years starting with Kakutani's paper (1944) equating harmonic measure and exit probability. To exemplify these connections we will survey the techniques used in the literature to prove isoperimetric results for exit probabilities and Riesz capacities.

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