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On Brownian exit times from perturbed multi-strips. / Lifshits, M. ; Nazarov, A.

In: Statistics and Probability Letters, Vol. 147, 04.2019, p. 1-5.

Research output: Contribution to journal › Article › peer-review

Harvard

Lifshits, M & Nazarov, A 2019, 'On Brownian exit times from perturbed multi-strips', Statistics and Probability Letters, vol. 147, pp. 1-5. https://doi.org/10.1016/j.spl.2018.11.026

APA

Lifshits, M., & Nazarov, A. (2019). On Brownian exit times from perturbed multi-strips. Statistics and Probability Letters, 147, 1-5. https://doi.org/10.1016/j.spl.2018.11.026

Vancouver

Lifshits M, Nazarov A. On Brownian exit times from perturbed multi-strips. Statistics and Probability Letters. 2019 Apr;147:1-5. https://doi.org/10.1016/j.spl.2018.11.026

Author

Lifshits, M. ; Nazarov, A. / On Brownian exit times from perturbed multi-strips. In: Statistics and Probability Letters. 2019 ; Vol. 147. pp. 1-5.

BibTeX

@article{4a961106e7604f519ec17263bdb23d9f,
title = "On Brownian exit times from perturbed multi-strips",
abstract = "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.",
keywords = "Brownian Motion, Exit time, Boundary problems, Discrete spectrum, Exit time, Heat equation, Multivariate Brownian motion, Small deviations, MOTION",
author = "M. Lifshits and A. Nazarov",
year = "2019",
month = apr,
doi = "10.1016/j.spl.2018.11.026",
language = "English",
volume = "147",
pages = "1--5",
journal = "Statistics and Probability Letters",
issn = "0167-7152",
publisher = "Elsevier",

}

RIS

TY - JOUR

T1 - On Brownian exit times from perturbed multi-strips

AU - Lifshits, M.

AU - Nazarov, A.

PY - 2019/4

Y1 - 2019/4

N2 - 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.

AB - 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.

KW - Brownian Motion

KW - Exit time

KW - Boundary problems

KW - Discrete spectrum

KW - Exit time

KW - Heat equation

KW - Multivariate Brownian motion

KW - Small deviations

KW - MOTION

UR - http://www.scopus.com/inward/record.url?scp=85058077591&partnerID=8YFLogxK

U2 - 10.1016/j.spl.2018.11.026

DO - 10.1016/j.spl.2018.11.026

M3 - Article

VL - 147

SP - 1

EP - 5

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

SN - 0167-7152

ER -

ID: 35826153