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 | |
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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