Worst-case mixing estimates for Brownian motion with semipermeable barriers
Probability
2025-12-03 v1
Abstract
We study the mixing properties of a Brownian motion whose movements are hindered by semipermeable barriers. Our setting assumes that the process takes values in a smooth planar domain and that the barriers are one-dimensional closed curves. We establish an upper bound on the mixing time and a lower bound on the stationary distribution in terms of geometric parameters. These worst-case bounds decay at an exponential rate as the domain grows large, and we give examples that show that exponential decay is necessary in our worst-case setting.
Cite
@article{arxiv.2512.02661,
title = {Worst-case mixing estimates for Brownian motion with semipermeable barriers},
author = {Alexander Van Werde and Jaron Sanders},
journal= {arXiv preprint arXiv:2512.02661},
year = {2025}
}
Comments
22 pages, 7 figures