The ratio inequality for expected exit times under symmetrization

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Let UU and RR be domains in the setting of Theorem~, let zz be the specified starting point, and write τU\tau_U, τR\tau_R, τU+\tau_{U^+}, and τR+\tau_{R^+} for the corresponding first exit times. Ratio conjecture.

Ez(τU+)Ez(τR+)≤Ez(τU)Ez(τR).\frac{E^z\left(\tau_{U^+}\right)}{E^z\left(\tau_{R^+}\right)} \leq \frac{E^z\left(\tau_{U}\right)}{E^z\left(\tau_{R}\right)}.

This conjecture is motivated by the conditional-expectation inequality proved immediately beforehand and by related ratio inequalities in the cited literature; its resolution is not specified in the source.

References

Primary source

Majid Hosseini, “A Sharp Inequality for Conditional Distribution of the First Exit Time of Brownian Motion”, arXiv:math/0502057 (2005).

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