Research Communication | Open Access
Volume 2021 | Communication ID 123
Volume 2021 | Communication ID 123
| Ergodicity of an SRBM : A concise example |
Abdelhak Yaacoubi, Soukaina Ait Youssef, Abdelghani Ben Tahar
Received |
Accepted |
Published |
January 28, 2021 |
February 15, 2021 |
March 15, 2021 |
Abstract: Consider a semimartingale reflecting Brownian motion Z whose state space is the d-dimensional non negative orthant. The ergodicity of Z is firstly studied by Harrison and Williams [2] for the class of M-matrices, Hobson and Rogers [3] in the two dimensional case and El Kharroubi , Ben Tahar and Yaacoubi ([4], [5]) for the three dimensional case. In this talk we characterize the ergodicity of an SRBM for a concise example in the four dimensional case. This example is advanced by Bernard and El Kharroubi [1] as a negative example to show non uniqueness of the Skorokhod map, even when de ...