Brownian couplings, convexity, and shy-ness

Details Brownian couplings, convexity, and shy-ness Brownian couplings, convexity, and shy-ness

2008-09-26

arxiv.org/abs/0809.4682v3

Electronic Communications in Probability; Vol. 14 (2009) paper 7, pages 66-80

Mathematics

Probability

15 pages, 4 figures. Submitted to Electronic Communications in Probability. (2) Corrected typo in metadata form of abstract on

Scientific paper

Benjamini, Burdzy and Chen (2007) introduced the notion of a shy coupling: a coupling of a Markov process such that, for suitable starting points, there is a positive chance of the two component processes of the coupling staying a positive distance away from each other for all time. Among other results, they showed no shy couplings could exist for reflected Brownian motions in C^2 bounded convex planar domains whose boundaries contain no line segments. Here we use potential-theoretic methods to extend this Benjamini et al. result (a) to all bounded convex domains (whether planar and smooth or not) whose boundaries contain no line segments, (b) to all bounded convex planar domains regardless of further conditions on the boundary.

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