Reflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distribution
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Publication:2412522
DOI10.1007/s10959-016-0674-8zbMath1378.60105arXiv1509.01781OpenAlexW2230876915MaRDI QIDQ2412522
Publication date: 23 October 2017
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1509.01781
generatorLyapunov functionconvex polyhedronpolyhedral conereflected Brownian motioncompeting Brownian particlestail estimategap processsymmetric collisions
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) Local time and additive functionals (60J55)
Related Items (15)
Degenerate competing three-particle systems ⋮ Green's functions with oblique Neumann boundary conditions in the quadrant ⋮ Two-Sided Infinite Systems of Competing Brownian Particles ⋮ Dimension-free local convergence and perturbations for reflected Brownian motions ⋮ Stability and invariant measure asymptotics in a model for heavy particles in rough turbulent flows ⋮ Rates of Convergence to Stationarity for Reflected Brownian Motion ⋮ Sub-exponential rate of convergence to equilibrium for processes on the half-line ⋮ Exponential ergodicity and convergence for generalized reflected Brownian motion ⋮ Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes ⋮ Dynamic contagion in a banking system with births and defaults ⋮ Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line ⋮ Stationary distributions and convergence for Walsh diffusions ⋮ Integral expression for the stationary distribution of reflected Brownian motion in a wedge ⋮ Airy process with wanderers, KPZ fluctuations, and a deformation of the Tracy-Widom GOE distribution ⋮ A dual skew symmetry for transient reflected Brownian motion in an orthant
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