2004/07/15 by Rodrigo Bañuelos, Rodrigo Banuelos, Banuelos, Rodrigo +2 · 2 citations
Mathematics · Physics and Astronomy · #FOS: Mathematics #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and statistical mechanics #Theoretical and Computational Physics #math.PR
paper · pdf · doi:10.48550/arxiv.math/0407261
arxiv created 2004/07/15 · openalex publication_date 2004/07/15 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We study the distribution of the exit place of iterated Brownian motion in a cone, obtaining information about the chance of the exit place having large magnitude. Along the way, we determine the joint distribution of the exit time and exit place of Brownian motion in a cone. This yields information on large values of the exit place (harmonic measure) for Brownian motion. The harmonic measure for cones has been studied by many authors for many years. Our results are sharper than any previously obtained