Fast convergence to an invariant measure for non-intersecting 3-dimensional Brownian paths

Fast convergence to an invariant measure for non-intersecting 3-dimensional Brownian paths

We consider pairs of 3-dimensional Brownian paths, started at the origin and conditioned to have no intersections after time zero. We show that there exists a unique measure on pairs of paths that is invariant under this conditioning, while improving the previously known rate of convergence to stati...

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Hauptverfasser: Lawler, Gregory F, Vermesi, Brigitta
Format: Artikel
Sprache:eng
Schlagworte:
Mathematics - Probability
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Beschreibung
Zusammenfassung:We consider pairs of 3-dimensional Brownian paths, started at the origin and conditioned to have no intersections after time zero. We show that there exists a unique measure on pairs of paths that is invariant under this conditioning, while improving the previously known rate of convergence to stationarity.
DOI:10.48550/arxiv.1008.4830