English

Mirror coupling of reflecting Brownian motion and an application to Chavel's conjecture

Probability 2010-04-15 v1

Abstract

In a series of papers, Burdzy et. al. introduced the \emph{mirror coupling} of reflecting Brownian motions in a smooth bounded domain DRdD\subset \mathbb{R}^{d}, and used it to prove certain properties of eigenvalues and eigenfunctions of the Neumann Laplaceian on DD. In the present paper we show that the construction of the mirror coupling can be extended to the case when the two Brownian motions live in different domains D1,D2RdD_{1},D_{2}\subset \mathbb{R}^{d}. As an application of the construction, we derive a unifying proof of the two main results concerning the validity of Chavel's conjecture on the domain monotonicity of the Neumann heat kernel, due to I. Chavel (\cite{Chavel}), respectively W. S. Kendall (\cite{Kendall}).

Keywords

Cite

@article{arxiv.1004.2398,
  title  = {Mirror coupling of reflecting Brownian motion and an application to Chavel's conjecture},
  author = {Mihai N. Pascu},
  journal= {arXiv preprint arXiv:1004.2398},
  year   = {2010}
}

Comments

21 pages, 3 figures