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Random Motion on Simple Graphs
Authors:Vassilis G. Papanicolaou  Effie G. Papageorgiou  Dimitris C. Lepipas
Affiliation:1. Department of Mathematics, National Technical University of Athens, 15780, Athens, Greece
Abstract:Consider a stochastic process that lives on n-semiaxes joined at the origin. On each ray it behaves as one dimensional Brownian Motion and at the origin it chooses a ray uniformly at random (Kirchhoff condition). The principal results are the computation of the exit probabilities and certain other probabilistic quantities regarding exit and occupation times.
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