From snapping-out Brownian motions to Walsh’s spider processes on star-like graphs

We prove that a snapping-out Brownian motion with large permeability coefficients is a good approximation of Walsh’s spider process on the star-like graph K_{1,k} . Thus, the latter process can be seen as a Brownian motion perturbed by a trace of semi-permeable membrane at the graph’s center. Besides convergence of processes and semigroups we establish, via the Lord Kelvin method of images and analysis of ergodic properties of matrices involved, convergence of cosine families underlying the semigroups and thus gain additional insight into the approximation theorem.

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Publication Details

Journal
Documenta Mathematica
Published
2025-08-27
DOI
https://doi.org/10.4171/dm/1020
Citations
1
Primary Topic
Random Matrices and Applications
Type
article
Field-Weighted Citation Impact
2.63
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article

From snapping-out Brownian motions to Walsh’s spider processes on star-like graphs

Elżbieta Ratajczyk, Adam Bobrowski
1 citations
Documenta Mathematica
Random Matrices and Applications
2.63
article

From snapping-out Brownian motions to Walsh’s spider processes on star-like graphs

Elżbieta Ratajczyk, Adam Bobrowski
article en
1 citations

Abstract

We prove that a snapping-out Brownian motion with large permeability coefficients is a good approximation of Walsh’s spider process on the star-like graph K_{1,k} . Thus, the latter process can be seen as a Brownian motion perturbed by a trace of semi-permeable membrane at the graph’s center. Besides convergence of processes and semigroups we establish, via the Lord Kelvin method of images and analysis of ergodic properties of matrices involved, convergence of cosine families underlying the semigroups and thus gain additional insight into the approximation theorem.

Documenta Mathematica
Lublin University of Technology (PL)
Openalex Percentile: Top 9%
Random Matrices and Applications
2.63
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