Eigenvalue expansions for Brownian motion with an application to occupation times
Bass, Richard F.
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Let B be a Borel subset of R [to the power of] d with finite volume. We give an eigenvalue expansion for the transition densities of Brownian motion killed on exiting B. Let A [subscript] 1 be the time spent by Brownian motion in a closed cone with vertex 0 until time one. We show that lim [subscript] u [approaching] 0 log P [to the power of] 0(A [subscript] 1 < u)/ log u = 1/[xi] where [xi] is defined in terms of the first eigenvalue of the Laplacian in a compact domain. Eigenvalues of the Laplacian in open and closed sets are compared.