Purdue University Graduate School
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On Steiner Symmetrizations of First Exit Time Distributions and Levy Processes

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posted on 2023-07-25, 21:03 authored by Timothy M RollingTimothy M Rolling

The goal of this thesis is to establish generalized isoperimetric inequalities on first exit time distributions as well as expectations of L\'evy processes.

Firstly, we prove inequalities on first exit time distributions in the case that the L\'evy process is an $\alpha$-stable symmetric process $A_t$ on $\R^d$, $\alpha\in(0,2]$. Given $A_t$ and a bounded domain $D\subset\R^d$, we present a proof, based on the classical Brascamp-Lieb-Luttinger inequalities for multiple integrals, that the distribution of the first exit time of $A_t$ from $D$ increases under Steiner symmetrization. Further, it is shown that when a sequence of domains $\{D_m\}$ each contained in a ball $B\subset\R^d$ and satisfying the $\varepsilon$-cone property converges to a domain $D'$ with respect to the Hausdorff metric, the sequence of distributions of first exit times for Brownian motion from  $D_m$  converges to the distribution of the exit time of Brownian motion from $D'$. The second set of results in this thesis extends the theorems from \cite{BanMen} by proving generalized isoperimetric inequalities on expectations of L\'evy processes in the case of Steiner symmetrization.% using the Brascamp-Lieb-Luttinger inequalities used above. 

These results will then be used to establish inequalities involving distributions of first exit times of $\alpha$-stable symmetric processes $A_t$ from triangles and quadrilaterals. The primary application of these inequalities is verifying a conjecture from Ba\~nuelos for these planar domains. This extends a classical result of P\'olya and Szeg\"o to the fractional Laplacian with Dirichlet boundary conditions.




Degree Type

  • Doctor of Philosophy


  • Mathematics

Campus location

  • West Lafayette

Advisor/Supervisor/Committee Chair

Rodrigo Banuelos

Additional Committee Member 2

Jonathon Peterson

Additional Committee Member 3

Samy Tindel

Additional Committee Member 4

Jing Wang