Stationary distribution conjecture for two reflected Brownian motions in dimension three
Stationary distribution conjecture for two reflected Brownian motions in dimension three
Let be the compact domain introduced in the paper, let be the coupled reflected Brownian motion process in dimension , and let be the radius parameter. Write for the diagonal.
Stationary distribution conjecture. If , then there is such that for , the process has a stationary distribution which does not charge the diagonal . There is only one stationary distribution for which does not charge the diagonal.
The conjecture strengthens the preceding result that, for sufficiently small , 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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