Lorentz process with shrinking holes in a wall

被引：5
|
作者：
Peter Nandori [1 ]
Domokos Szasz [1 ]
机构：
[1] Budapest Univ Technol & Econ, Math Inst, Dept Stochast, H-1111 Budapest, Hungary
来源：
CHAOS | 2012年 / 22卷 / 02期
关键词：
STATISTICAL PROPERTIES; RECURRENCE;
D O I：
10.1063/1.4717521
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We ascertain the diffusively scaled limit of a periodic Lorentz process in a strip with an almost reflecting wall at the origin. Here, almost reflecting means that the wall contains a small hole waning in time. The limiting process is a quasi-reflected Brownian motion, which is Markovian, but not strong Markovian. Local time results for the periodic Lorentz process, having independent interest, are also found and used. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.063/1.4717521]
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页数：10
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