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On the spectral gap of Brownian motion with jump boundary
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Kolb, Martin and Wübker, Achim (2011) On the spectral gap of Brownian motion with jump boundary. Electronic Journal of Probability, Vol.16 . Article no. 43. ISSN 1083-6489.
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Abstract
In this paper we consider the Brownian motion with jump boundary and present a new proof
of a recent result of Li, Leung and Rakesh concerning the exact convergence rate in the onedimensional case. Our methods are different and mainly probabilistic relying on coupling methods adapted to the special situation under investigation. Moreover we answer a question raised
by Ben-Ari and Pinsky concerning the dependence of the spectral gap from the jump distribution
in a multi-dimensional setting.
Item Type: | Journal Article | ||||
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Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||
Journal or Publication Title: | Electronic Journal of Probability | ||||
Publisher: | University of Washington. Dept. of Mathematics | ||||
ISSN: | 1083-6489 | ||||
Official Date: | 2011 | ||||
Dates: |
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Volume: | Vol.16 | ||||
Page Range: | Article no. 43 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Access rights to Published version: | Restricted or Subscription Access |
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