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