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2004 The Beurling Estimate for a Class of Random Walks
Gregory Lawler, Vlada Limic
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Electron. J. Probab. 9: 846-861 (2004). DOI: 10.1214/EJP.v9-228

Abstract

An estimate of Beurling states that if $K$ is a curve from $0$ to the unit circle in the complex plane, then the probability that a Brownian motion starting at $-\varepsilon$ reaches the unit circle without hitting the curve is bounded above by $c \varepsilon^{1/2}$. This estimate is very useful in analysis of boundary behavior of conformal maps, especially for connected but rough boundaries. The corresponding estimate for simple random walk was first proved by Kesten. In this note we extend this estimate to random walks with zero mean, finite $(3+\delta)$-moment.

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Gregory Lawler. Vlada Limic. "The Beurling Estimate for a Class of Random Walks." Electron. J. Probab. 9 846 - 861, 2004. https://doi.org/10.1214/EJP.v9-228

Information

Accepted: 13 October 2004; Published: 2004
First available in Project Euclid: 6 June 2016

zbMATH: 1063.60066
MathSciNet: MR2110020
Digital Object Identifier: 10.1214/EJP.v9-228

Subjects:
Primary: 60G50
Secondary: 60F99

Keywords: Beurling projection , escape probabilities , Green's function , Random walk

Vol.9 • 2004
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