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Asymptotic behaviour of randomly reflecting billiards in unbounded tubular domains

Menshikov, Mikhail V. and Vachkovskaia, M. and Wade, A.R. (2008) Asymptotic behaviour of randomly reflecting billiards in unbounded tubular domains. Journal of Statistical Physics, 132 (6). pp. 1097-1133. ISSN 0022-4715

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    Abstract

    We study stochastic billiards in infinite planar domains with curvilinear boundaries: that is, piecewise deterministic motion with randomness introduced via random reflections at the domain boundary. Physical motivation for the process originates with ideal gas models in the Knudsen regime, with particles reflecting off microscopically rough surfaces. We classify the process into recurrent and transient cases. We also give almost-sure results on the long-term behaviour of the location of the particle, including a super-diffusive rate of escape in the transient case. A key step in obtaining our results is to relate our process to an instance of a one-dimensional stochastic process with asymptotically zero drift, for which we prove some new almost-sure bounds of independent interest. We obtain some of these bounds via an application of general semimartingale criteria, also of some independent interest.

    Item type: Article
    ID code: 13394
    Keywords: stochastic billiards, rarefied gas dynamics, Knudsen random walk, random reflections, recurrence/transience, lamperti problem, almost-sure bounds, birth-and-death chain, Probabilities. Mathematical statistics, Mathematics, Mathematical Physics, Statistical and Nonlinear Physics
    Subjects: Science > Mathematics > Probabilities. Mathematical statistics
    Science > Mathematics
    Department: Faculty of Science > Mathematics and Statistics
    Related URLs:
      Depositing user: Mrs Carolynne Westwood
      Date Deposited: 12 Nov 2009 13:44
      Last modified: 05 Sep 2014 13:42
      URI: http://strathprints.strath.ac.uk/id/eprint/13394

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