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Minkowski sums and Brownian exit times

Christer Borell (Institutionen för matematiska vetenskaper)
ANNALES DE LA FACULTE DES SCIENCES DE TOULOUSE Mathematiques (0240-2963). Vol. XVI (2007), 1, p. 37-47.
[Artikel, refereegranskad vetenskaplig]

If C is a domain in R^n, the Brownian exit time of C is denoted by T^C. Given domains C and D in R^n this paper gives an upper bound of the distribution function of T^(C+D) when the distribution functions of T^C and T^D are known. The bound is sharp if C and D are parallel affine half-spaces. The paper also exhibits an extension of the Ehrhard inequality.

Nyckelord: Brownian motion, Minkowski sum, exit time



Denna post skapades 2007-05-09.
CPL Pubid: 41413

 

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