arXiv:1008.4830 Abstract | arXiv Analytics

arXiv:1008.4830 [math.PR]Abstract References Reviews Resources

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

Published 2010-08-28, updated 2012-11-29Version 2

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.

Comments: v2: changes in notation

Categories: math.PR

Subjects: 60J65

Keywords: brownian paths, invariant measure, fast convergence, non-intersecting

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