RECTILINEAR AND BROWNIAN MOTION FROM A RANDOM POINT IN A CONVEX REGION

Abstract

A particle is projected from a point P in a subset E of a convex region H to a point Q in a uniformly random direction. The probability that Q lies in the interior of H at time t is obtained for two types of motion of the particle, rectilinear (i.e. straight-line) and Brownian. In the case of rectilinear motion, the first passage time through the boundary of H is considered. Results are obtained in terms of the generalized overlap function for embedded bodies.

Keywords

• Brownian motion
• convex body
• geometric probability
• random ray