Dimension-free local convergence and perturbations for reflected Brownian motions
Dimension-free local convergence and perturbations for reflected Brownian motions
We describe and analyze a class of positive recurrent reflected Brownian motions (RBMs) in R+d 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 …