Lagrangian measure convergence conjecture for reflected Brownian flow

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Let D1D_1 be the torus and let D1∖B(0,r)D_1\setminus{\mathcal B}(0,r) be the domain obtained by deleting the ball of radius rr. For the reflected Brownian flow XtxX_t^x, define the random measure

Qr,t(A)=∣{x∈D:Xtx∈A}∣.{\bf Q}_{r,t}(A)=\left|\{x\in D:X_t^x\in A\}\right|.

Here ∣A∣|A| denotes Lebesgue measure.

Lagrangian measure convergence conjecture. The measures Qr,t{\bf Q}_{r,t} converge to a random measure Qr{\bf Q}_r on D1∖B(0,r)D_1\setminus{\mathcal B}(0,r) as t→∞t\to\infty, in the sense of weak convergence of random measures. The random measures Qr{\bf Q}_r converge weakly to the uniform measure on D1D_1 as r→0r\to0, in probability.

The conjecture concerns long-time limits of the spatial distribution generated by the reflected Brownian flow and its small-hole limit. Neither convergence assertion is established 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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