Dimension-free local convergence and perturbations for reflected Brownian motions (Q6103972)

In the article, the authors describe and analyze a class of positive recurrent reflected Brownian motions (RBMs) in \({\mathbb R}^d_+\) for which local statistics converge to equilibrium at a rate independent of the dimension \(d\). Under suitable assumptions on the reflection matrix, drift and diffusivity coefficients, dimension-independent stretched exponential convergence rates are obtained by estimating contractions in an underlying weighted distance between synchronously coupled RBMs. The authors also study the symmetric Atlas model as a first step in obtaining dimension-independent convergence rates for RBMs not satisfying the above assumptions. By analyzing a pathwise derivative process and connecting it to a random walk in a random environment, the authors obtain polynomial convergence rates for the gap process of the symmetric Atlas model started from appropriate perturbations of stationarity.