Stationary distribution conjecture for two reflected Brownian motions in dimension three

Let DD be the compact domain introduced in the paper, let (X,Y)(X,Y) be the coupled reflected Brownian motion process in dimension d=3d=3, and let rr be the radius parameter. Write {(x,x):xD}\{(x,x):x\in\overline D\} for the diagonal.

Stationary distribution conjecture. If d=3d=3, then there is r0>0r_0>0 such that for rr0r\leq r_0, the process (X,Y)(X,Y) has a stationary distribution QQ which does not charge the diagonal {(x,x):xD}\{(x,x):x\in\overline D\}. There is only one stationary distribution for (X,Y)(X,Y) which does not charge the diagonal.

The conjecture strengthens the preceding result that, for sufficiently small rr, the distance between distinct trajectories does not converge to zero. The asserted existence and uniqueness of a stationary law away from the absorbing diagonal are not proved in the supplied text.

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Primary source

Krzysztof Burdzy, Zhen-Qing Chen and Soumik Pal, “Brownian earthworm”, arXiv:1011.5442 (2013).

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