Dimension-free local convergence and perturbations for reflected Brownian motions
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.
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- scientific article; zbMATH DE number 1746020 (Why is no real title available?)
- scientific article; zbMATH DE number 2125074 (Why is no real title available?)
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