The ratio inequality for expected exit times under symmetrization

From papers

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.

Progress summary

Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.

Sources & referencesView supporting material

Primary source

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

Solutions 0

No solutions have been posted yet.