3 research outputs found
Lifetime asymptotics of iterated Brownian motion in R^{n}
Let be the first exit time of iterated Brownian motion from a
domain D \subset \RR{R}^{n} started at and let be its distribution. In this paper we establish the exact asymptotics of
over bounded domains as an improvement of the results
in \cite{deblassie, nane2}, for \begin{eqnarray}
\lim_{t\to\infty} t^{-1/2}\exp({3/2}\pi^{2/3}\lambda_{D}^{2/3}t^{1/3})
P_{z}[\tau_{D}(Z)>t]= C(z),\nonumber \end{eqnarray} where
. Here
is the first eigenvalue of the Dirichlet Laplacian
in , and is the eigenfunction corresponding to .
We also study lifetime asymptotics of Brownian-time Brownian motion (BTBM),
, where and are independent
one-dimensional Brownian motions
Iterated Brownian motion in bounded domains in R^n
Let is the first exit time of iterated Brownian motion from a
domain D \subset \RR{R}^{n} started at and let be its distribution. In this paper we establish the exact asymptotics of
over bounded domains as an extension of the result in
DeBlassie \cite{deblassie}, for We also study
asymptotics of the life time of Brownian-time Brownian motion (BTBM),
, where and are independent
one-dimensional Brownian motions.Comment: 17 page