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Capture time of Brownian pursuits
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  • Published: September 2001

Capture time of Brownian pursuits

  • Wenbo V. Li1 &
  • Qi-Man Shao2 

Probability Theory and Related Fields volume 121, pages 30–48 (2001)Cite this article

Abstract.

Let B 0,B 1, ⋯ ,B n be independent standard Brownian motions, starting at 0. We investigate the tail of the capture time

where 0<b i ≤ 1, 1 ≤i≤n. In particular, we have ?τ3=∞ and ?τ5<∞. Various generalizations are also studied.

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Authors and Affiliations

  1. Department of Mathematical Sciences, University of Delaware, Newark, DE 19716, USA. e-mail: wli@math.udel.edu, , , , , , US

    Wenbo V. Li

  2. Department of Mathematics, University of Oregon, Eugene, OR 97403, USA. e-mail: shao@math.uoregon.edu, , , , , , US

    Qi-Man Shao

Authors
  1. Wenbo V. Li
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  2. Qi-Man Shao
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Additional information

Received: 10 January 2000 / Revised version: 12 January 2001 /¶Published online: 14 June 2001

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Cite this article

Li, W., Shao, QM. Capture time of Brownian pursuits. Probab Theory Relat Fields 121, 30–48 (2001). https://doi.org/10.1007/PL00008796

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  • Issue Date: September 2001

  • DOI: https://doi.org/10.1007/PL00008796

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Keywords

  • Capture Time
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