On Brownian exit times from perturbed multi-strips

Publication date: Available online 30 November 2018Source: Statistics & Probability LettersAuthor(s): M. Lifshits, A. NazarovAbstractWe 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.

Source: Statistics and Probability Letters - December 1, 2018 Category: Statistics Source Type: research