Ratio limit theorems for a brownian motion killed at the boundary of a benedicks domain
Author
dc.contributor.author
Collet, Pierre
Author
dc.contributor.author
Martínez Aguilera, Servet
es_CL
Author
dc.contributor.author
San Martín Aristegui, Jaime
es_CL
Admission date
dc.date.accessioned
2013-12-27T18:22:38Z
Available date
dc.date.available
2013-12-27T18:22:38Z
Publication date
dc.date.issued
1999
Cita de ítem
dc.identifier.citation
The Annals of Probability 1999, Vol. 27, No. 3, 1160
en_US
Identifier
dc.identifier.uri
https://repositorio.uchile.cl/handle/2250/125889
Abstract
dc.description.abstract
We consider a Brownian motion in a Benedicks domain with absorption
at the boundary. We show ratio limit theorems for the associated heat
kernel. When the hole is compact, therefore the Martin boundary is two
dimensional; we obtain sharp estimates on the lifetime probabilities and
we identify, in probabilistic terms, the various constants appearing in the
theory.