SHY couplings, cat(0) spaces, and the lion and man

Maury Bramson, Krzysztof Burdzy, Wilfrid Kendall

Research output: Contribution to journalArticle

10 Scopus citations

Abstract

Two random processes X and Y on a metric space are said to be e-shy coupled if there is positive probability of them staying at least a positive distance e apart from each other forever. Interest in the literature centres on nonexistence results subject to topological and geometric conditions; motivation arises from the desire to gain a better understanding of probabilistic coupling. Previous nonexistence results for co-adapted shy coupling of reflected Brownian motion required convexity conditions; we remove these conditions by showing the nonexistence of shy co-adapted couplings of reflecting Brownian motion in any bounded CAT(0) domain with boundary satisfying uniform exterior sphere and interior cone conditions, for example, simply-connected bounded planar domains with C2 boundary. The proof uses a Cameron-Martin-Girsanov argument, together with a continuity property of the Skorokhod transformation and properties of the intrinsic metric of the domain. To this end, a generalization of Gauss' lemma is established that shows differentiability of the intrinsic distance function for closures of CAT(0) domains with boundaries satisfying uniform exterior sphere and interior cone conditions. By this means, the shy coupling question is converted into a Lion and Man pursuit-evasion problem.

Original languageEnglish (US)
Pages (from-to)744-784
Number of pages41
JournalAnnals of Probability
Volume41
Issue number2
DOIs
StatePublished - Mar 2013

Keywords

  • CAT(0)
  • CAT(κ)
  • Co-adapted coupling
  • Coupling
  • Eikonal equation
  • First geodesic variation
  • Gauss' lemma
  • Greedy strategy
  • Intrinsic metric
  • Lion and man problem
  • Lipschitz domain
  • Markovian coupling
  • Pursuit-evasion problem
  • Reflected brownian motion
  • Reshetnyak majorization
  • Shy coupling
  • Skorokhod transformation
  • Total curvature
  • Uniform exterior sphere condition
  • Uniform interior conecondition

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