On the spectral gap of Brownian motion with jump boundary
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Publication:638433
DOI10.1214/EJP.V16-903zbMATH Open1234.60083arXiv1101.3556MaRDI QIDQ638433FDOQ638433
Authors: Martin Kolb, A. Wübker 
Publication date: 9 September 2011
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Abstract: In this paper we consider the Brownian motion with jump boundary and present a new proof of a recent result of Li, Leung and Rakesh concerning the exact convergence rate in the one-dimensional case. Our methods are different and mainly probabilistic relying on coupling methods adapted to the special situation under investigation. Moreover, we answer a question raised by Ben-Ari and Pinsky concerning the dependence of the spectral gap on the jump distribution in a multi-dimensional setting.
Full work available at URL: https://arxiv.org/abs/1101.3556
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Cited In (10)
- Spectral analysis of the multidimensional diffusion operator with random jumps from the boundary
- A note on the first passage time of diffusions with holding and jumping boundary
- Spectral gap and rate of convergence to equilibrium for a class of conditioned Brownian motions
- Spectral analysis of Brownian motion with jump boundary
- Diffusions with holding and jumping boundary
- MULTIPLICITIES OF EIGENVALUES OF THE DIFFUSION OPERATOR WITH RANDOM JUMPS FROM THE BOUNDARY
- Spectral analysis of the diffusion operator with random jumps from the boundary
- Spectral analysis of diffusions with jump boundary
- Ergodic properties of multidimensional Brownian motion with rebirth
- Dependence of eigenvalues on the diffusion operators with random jumps from the boundary
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