Rubber bands, pursuit games and shy couplings

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Abstract: In this paper, we consider pursuit-evasion and probabilistic consequences of some geometric notions for bounded and suitably regular domains in Euclidean space that are CAT(kappa) for some kappa > 0. These geometric notions are useful for analyzing the related problems of (a) existence/nonexistence of successful evasion strategies for the Man in Lion and Man problems, and (b) existence/nonexistence of shy couplings for reflected Brownian motions. They involve properties of rubber bands and the extent to which a loop in the domain in question can be deformed to a point without, in between, increasing its loop length. The existence of a stable rubber band will imply the existence of a successful evasion strategy but, if all loops in the domain are well-contractible, then no successful evasion strategy will exist and there can be no co-adapted shy coupling. For example, there can be no shy couplings in bounded and suitably regular star-shaped domains and so, in this setting, any two reflected Brownian motions must almost surely make arbitrarily close encounters as t tends to infinity.


The authors discuss conditions for the existence of capture strategies and geometric consequences of pursuit-evasion games in a disk. The line of reasoning is based on modern metric geometry and the authors define new notions in this area called rubber bands and well-contractible loops, which are used to formulate conditions for a Lion and a Man pursuit-evasion problem (see, e.g. [\textit{R. Isaacs}, Differential games. A mathematical theory with applications to warfare and pursuit, control and optimization. New York, etc.: John Wiley and Sons, Inc. (1965; Zbl 0125.38001)]) under which the Man can either evade the Lion or the Lion can capture the Man. The former conditions are related to the existence of stable rubber bands and the latter to well-contractibility of all loops. Then the same machinery is used to find conditions for the existence of shy couplings (see [\textit{I. Benjamini} et al., Probab. Theory Relat. Fields 137, No. 3--4, 345--377 (2007; Zbl 1113.60076)]) for reflected Brownian motions. The theory is illustrated by a number of examples.











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