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.
Original language | English |
---|---|
Pages (from-to) | 1097-1133 |
Number of pages | 37 |
Journal | Journal of Statistical Physics |
Volume | 132 |
Issue number | 6 |
DOIs | |
Publication status | Published - Sept 2008 |
Keywords
- stochastic billiards
- rarefied gas dynamics
- Knudsen random walk
- random reflections
- recurrence/transience
- lamperti problem
- almost-sure bounds
- birth-and-death chain