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词汇 Harmonic measure
分类 英语词汇 英语翻译词典
释义

Harmonic measure

中文百科

调和测度

数学中,调和测度是调和函数理论中出现的一个概念。给定了一个解析函数的模在一个区域 D 边界上的界,能用调和测度去估计函数在区域内部的模。在一个非常相关的领域,一个伊藤扩散 X 的调和测度描绘了 X 撞击 D 边界的分布。

英语百科

Harmonic measure 调和测度

Harmonic measure is the exit distribution of Brownian motion

In mathematics, especially potential theory, harmonic measure is a concept related to the theory of harmonic functions that arises from the solution of the classical Dirichlet problem.

In probability theory, harmonic measure of a subset of the boundary of a bounded domain in Euclidean space R^n, n\geq 2 is the probability that a Brownian motion started inside a domain hits that subset of the boundary. More generally, harmonic measure of an Itō diffusion X describes the distribution of X as it hits the boundary of D. In the complex plane, harmonic measure can be used to estimate the modulus of an analytic function inside a domain D given bounds on the modulus on the boundary of the domain; a special case of this principle is Hadamard's three-circle theorem. On simply connected planar domains, there is a close connection between harmonic measure and the theory of conformal maps.

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