Lorentz Process with shrinking holes in a wall

Date

2018

Journal Title

Journal ISSN

Volume Title

Publisher

arXiv ; Cornell University

Abstract

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.

Description

Scholarly article / OA (arXiv PDF)

Keywords

Mathematics - Dynamical Systems

Citation

Nandori, P., & Szasz, D. (2018). Lorentz Process with shrinking holes in a wall. https://doi.org/10.1063/1.4717521