Publication View

The Beurling Estimate for a Class of Random Walks (2004)

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 -&epsilon reaches the unit circle without hitting the curve is bounded above by c &epsilon^{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.

Publication details
Publisher Institute of Mathematical Statistics
Contributors National Science Foundation and NSERC
Repository Electronic Journal of Probability (United States)
Keywords 60G50; 60F99; Beurling projection; random walk; Green's function; escape probabilities
Coverage ; ;