A Collection of Results Relating the Geometry of Plane Domains and the Exit Time of Planar Brownian Motion

Abstract

AbstractWe prove a number of results relating exit times of planar Brownian motion with the geometric properties of the domains in question. Included are proofs of the conformal invariance of moduli of rectangles and annuli using Brownian motion; similarly probabilistic proofs of some recent results of Karafyllia on harmonic measure on starlike domains; examples of domains and their complements which are simultaneously large when measured by the moments of exit time of Brownian motion, and examples of domains and their complements which are simultaneously small; and proofs of several identities involving the Cauchy distribution using the optional stopping theorem.