Principal eigenvalue for Brownian motion on a bounded interval with degenerate instantaneous jumps

DOI10.1214/EJP.V17-1791zbMATH Open1256.35033arXiv1210.1145MaRDI QIDQ456244FDOQ456244

Iddo Ben-Ari

Publication date: 23 October 2012

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: We consider a model of Brownian motion on a bounded open interval with instantaneous jumps. The jumps occur at a spatially dependent rate given by a positive parameter times a continuous function positive on the interval and vanishing on its boundary. At each jump event the process is redistributed uniformly in the interval. We obtain sharp asymptotic bounds on the principal eigenvalue for the generator of the process as the parameter tends to infinity. Our work answers a question posed by Arcusin and Pinsky.

Full work available at URL: https://arxiv.org/abs/1210.1145

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zbMATH Keywords

Brownian motionprincipal eigenvaluerandom space-dependent jumps

Mathematics Subject Classification ID

Brownian motion (60J65) Estimates of eigenvalues in context of PDEs (35P15)

Cited In (4)

• Spectral analysis of a class of nonlocal elliptic operators related to Brownian motion with random jumps
• The first-passage area of Wiener process with stochastic resetting
• Title not available (Why is that?)
• The principal eigenvalue for jump processes

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