On the Spectral Gap of Brownian Motion with Jump Boundary
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 one-dimensional case. Our methods are different and mainly probabilistic relying on coupling methods adapted to the special...
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| Médium: | Journal article |
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2011
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| Shrnutí: | 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 one-dimensional 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 on the jump distribution in a multi-dimensional setting. |
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