Abstract
We describe and analyze a class of positive recurrent reflected Brownian motions (RBMs) in for which local statistics converge to equilibrium at a rate independent of the dimension d. Under suitable assumptions on the reflection matrix, drift and diffusivity coefficients, dimension-independent stretched exponential convergence rates are obtained by estimating contractions in an underlying weighted distance between synchronously coupled RBMs. We also study the symmetric Atlas model as a first step in obtaining dimension-independent convergence rates for RBMs not satisfying the above assumptions. By analyzing a pathwise derivative process and connecting it to a random walk in a random environment, we obtain polynomial convergence rates for the gap process of the symmetric Atlas model started from appropriate perturbations of stationarity.
Funding Statement
SB was supported in part by the NSF CAREER award DMS-2141621 and the NSF RTG grant DMS-2134107.
Acknowledgments
The authors acknowledge Soumik Pal for suggesting a version of the perturbation problem for the symmetric Atlas model that initiated this work. They also thank Amarjit Budhiraja and Andrey Sarantsev for numerous insightful discussions.
The authors also thank two anonymous referees and an associate editor for their careful reading and valuable feedback that greatly improved the readability of the article.
Citation
Sayan Banerjee. Brendan Brown. "Dimension-free local convergence and perturbations for reflected Brownian motions." Ann. Appl. Probab. 33 (1) 376 - 416, February 2023. https://doi.org/10.1214/22-AAP1818
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