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Article Dans Une Revue Physical Review E : Statistical, Nonlinear, and Soft Matter Physics Année : 2015

Survival probability of a Brownian motion in a planar wedge of arbitrary angle

Résumé

We study the survival probability and the first-passage time distribution for a Brownian motion in a planar wedge with infinite absorbing edges. We generalize existing results obtained for wedge angles of the form $\pi/n$ with $n$ a positive integer to arbitrary angles, which in particular cover the case of obtuse angles. We give explicit and simple expressions of the survival probability and the first-passage time distribution in which the difference between an arbitrary angle and a submultiple of $\pi$ is contained in three additional terms. As an application, we obtain the short time development of the survival probability in a wedge of arbitrary angle.

Dates et versions

hal-01135379 , version 1 (25-03-2015)

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Marie Chupeau, Olivier Bénichou, Satya N. Majumdar. Survival probability of a Brownian motion in a planar wedge of arbitrary angle. Physical Review E : Statistical, Nonlinear, and Soft Matter Physics, 2015, 91, pp.032106. ⟨10.1103/PhysRevE.91.032106⟩. ⟨hal-01135379⟩
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