Reflected Brownian motion in a non-convex wedge

Comments

These figures illustrate the article On the stationary distribution of reflected Brownian motion in a non-convex cone, by Guy Fayolle, Sandro Franceschi and Kilian Raschel. arXiv:2102.11754 hal-03150317 Figure A. This figure is a dynamic version of Figure 4.1 of the article. Figure B. The symmetric case studied in Section 5 of the article is considered. This figure illustrates the sections 5.7, 5.8, 5.9. On the left, the complex plane in the variable p. On the right, the complex plane in the variable q.

On the stationary distribution of reflected Brownian motion in a non-convex wedge. Fayolle, Franceschi, Raschel.

Figure A. Vary the parameters to see the curves vary.

Figure B. Move point p to see Q_1 (p) and Q_2 (p) move. Move point q to see P_1 (q) and P_2 (q) move.