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Principal eigenvalue for Brownian motion on a bounded interval with degenerate instantaneous jumps

   
@article{EJP1791,
	author = {Iddo Ben-Ari},
	title = {Principal eigenvalue for Brownian motion on a bounded interval with degenerate instantaneous jumps},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {17},
	year = {2012},
	keywords = {principal eigenvalue; brownian motion; random space-dependent jumps},
	abstract = {We consider a model of Brownian motion on a bounded open interval with instantaneous jumps. The jumps occur at a spatially dependent rate given by a positive parameter times a continuous function positive on the interval and vanishing on its boundary. At each jump event the process is redistributed uniformly in the interval. We obtain sharp asymptotic bounds on the principal eigenvalue for the generator of the process as the parameter tends to infinity. Our work answers a question posed by Arcusin and Pinsky.
},
	pages = {no. 87, 1-13},
	issn = {1083-6489},
	doi = {10.1214/EJP.v17-1791},    
        url = {http://ejp.ejpecp.org/article/view/1791}}