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


 
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1. Title Title of document Principal eigenvalue for Brownian motion on a bounded interval with degenerate instantaneous jumps
 
2. Creator Author's name, affiliation, country Iddo Ben-Ari; University of Connecticut; United States
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) principal eigenvalue; brownian motion; random space-dependent jumps
 
3. Subject Subject classification 35P15, 60J65
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) National Security Agency; Simons Foundation
 
7. Date (YYYY-MM-DD) 2012-10-04
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/1791
 
10. Identifier Digital Object Identifier 10.1214/EJP.v17-1791
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 17
 
12. Language English=en en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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