Electronic Communications in Probability

Brownian couplings, convexity, and shy-ness

Wilfrid Kendall

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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 at least a given positive distance away from each other for all time. Among other results, they showed that 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.(2007) 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.

Article information

Electron. Commun. Probab., Volume 14 (2009), paper no. 7, 66-80.

Accepted: 12 February 2009
First available in Project Euclid: 6 June 2016

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Mathematical Reviews number (MathSciNet)

Primary: 60J65: Brownian motion [See also 58J65]

Brownian motion coupling

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Kendall, Wilfrid. Brownian couplings, convexity, and shy-ness. Electron. Commun. Probab. 14 (2009), paper no. 7, 66--80. doi:10.1214/ECP.v14-1417. https://projecteuclid.org/euclid.ecp/1465234716

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