Brownian earthworm
Probability
2013-12-16 v2
Abstract
We prove that the distance between two reflected Brownian motions, driven by the same white noise, outside a sphere in a 3-dimensional flat torus does not converge to 0, a.s., if the radius of the sphere is sufficiently small, relative to the size of the torus.
Cite
@article{arxiv.1011.5442,
title = {Brownian earthworm},
author = {Krzysztof Burdzy and Zhen-Qing Chen and Soumik Pal},
journal= {arXiv preprint arXiv:1011.5442},
year = {2013}
}
Comments
Published in at http://dx.doi.org/10.1214/12-AOP831 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)