Stochastic determination of moduli of annular regions and tori (Q1084550)
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scientific article; zbMATH DE number 3979483
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic determination of moduli of annular regions and tori |
scientific article; zbMATH DE number 3979483 |
Statements
Stochastic determination of moduli of annular regions and tori (English)
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1986
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Let \(A=A(r,1)\) be an annulus \(\{\) \(z: r<| z| <1\}\) with the Poincaré metric g on A. Let \({\mathbb{Z}}=(Z_ t,P_{\alpha})\) be a Brownian motion on A corresponding to g. If we take a geodesic disc D centered at c in A, then the probability \(P_{\alpha}\) (\(\exists t\), \(Z_ t\in \partial D\) such that \(Z_ s\), \(0<s<t\), winds around the origin in the positive direction) is a function of r, \(| c|\), and the radius \(\rho\) of D. In the present paper we shall calculate the value S of the supremum of these winding probabilities. Then it will turn out that there exists a 1 to 1 correspondence between S and r. Noting that r is called the modulus of A, we have an explicit formula of moduli of annular regions. Further we shall give an explicit formula of moduli of tori in a similar way.
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Poincaré metric
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Brownian motion
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geodesic
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