Journal article

On the Spectral Gap of Brownian Motion with Jump Boundary

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 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.

Publication status:: Published

Actions

Email

Email this record

Send the bibliographic details of this record to your email address.

Your Email
Please enter the email address that the record information will be sent to.

-
Your message (optional)
Please add any additional information to be included within the email.
Cite

Cite this record

APA Style

Kolb, M., & Wübker, A. (2011). On the Spectral Gap of Brownian Motion with Jump Boundary. ELECTRONIC JOURNAL OF PROBABILITY, 16, 1214–1237.

MLA Style

Kolb, M., and A. Wübker. “On the Spectral Gap of Brownian Motion with Jump Boundary.” ELECTRONIC JOURNAL OF PROBABILITY, vol. 16, 2011, pp. 1214–37.

Chicago Style

Kolb, M, and A Wübker. 2011. “On the Spectral Gap of Brownian Motion with Jump Boundary.” ELECTRONIC JOURNAL OF PROBABILITY 16: 1214–37.
Share
Print

Authors

+ Kolb, M More by this author

Institution:: University of Oxford
Division:: MPLS
Department:: Statistics
Role:: Author

+ Wübker, A More by this author

Role:: Author

Journal:: ELECTRONIC JOURNAL OF PROBABILITY More from this journal
Volume:: 16
Pages:: 1214-1237
Publication date:: 2011-01-18
ISSN:: 1083-6489

Keywords:: 35 Pxx 60 Gxx

math.PR
Pubs id:: pubs:112636
UUID:: uuid:a38c9ed7-f400-48c8-aecd-16772b4967eb
Local pid:: pubs:112636
Source identifiers:: 112636
Deposit date:: 2012-12-19

Terms of use

Copyright date:: 2011
Notes:: 18 pages

Licence:: Terms and Conditions of Use for Oxford University Research Archive

Views and Downloads

About views and downloads

If you are the owner of this record, you can report an update to it here: Report update to this record

TO TOP