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

DOI10.1214/EJP.V17-1791MaRDI QIDQ456244zbMATH OpenFDO

Authors Iddo Ben-Ari

Publication date 23 October 2012

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

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

zbMATH Keywords

Brownian motionprincipal eigenvaluerandom space-dependent jumps

Mathematics Subject Classification ID

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

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.

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