A multi cone domain $\Omega \subseteq \mathbb{ R}^n$ is an open, connected set that resembles a finite collection of cones far away from the origin. We study the rate of decay in time of the heat kernel $p(t,x,y)$ of a Brownian motion killed upon exiting $\Omega$, using both probabilistic and analytical techniques. We find that the decay is polynomial and we characterize $\lim_{ t\to\infty} t^{ 1+\alpha}p(t,x,y)$ in terms of the Martin boundary of $\Omega$ at infinity, where $\alpha>0$ depends on the geometry of $\Omega$. We next derive an analogous result for $t^{ \kappa/2}\mathbb{ P}_x(T >t)$, with $\kappa = 1+\alpha - n/2$, where $T$ is the exit time form $\Omega$. Lastly, we deduce the renormalized Yaglom limit for the process conditioned on survival.
Categories: math.PR