Fast convergence to an invariant measure for non-intersecting 3-dimensional Brownian paths

Details Fast convergence to an invariant measure for non-intersecting 3-dimensional Brownian paths Fast convergence to an invariant measure for non-intersecting 3-dimensional Brownian paths

2010-08-28

arxiv.org/abs/1008.4830v1

Mathematics

Probability

25 pages, 2 figures

Scientific paper

We consider pairs of 3-dimensional Brownian paths, started at the origin and
conditioned to have no intersections after time zero. We show that there exists
a unique measure on pairs of paths that is invariant under this conditioning,
while improving the previously known rate of convergence to stationarity.

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