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arxiv: 1101.3556 · v1 · pith:5OKRM2Y4new · submitted 2011-01-18 · 🧮 math.PR

On the Spectral Gap of Brownian Motion with Jump Boundary

classification 🧮 math.PR
keywords jumpboundarybrownianconcerningmethodsmotionspectraladapted
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In this paper we consider the Brownian motion with jump boundary and present a new proof of a recent result of Li, Leung and Rakesh concerning the exact convergence rate in the one-dimensional case. Our methods are different and mainly probabilistic relying on coupling methods adapted to the special situation under investigation. Moreover, we answer a question raised by Ben-Ari and Pinsky concerning the dependence of the spectral gap on the jump distribution in a multi-dimensional setting.

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