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Bibliographic Details
Main Authors: da Costa, Conrado, Menshikov, Mikhail V., Wade, Andrew R.
Format: Preprint
Published: 2021
Subjects:
Online Access:https://arxiv.org/abs/2107.13976
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author da Costa, Conrado
Menshikov, Mikhail V.
Wade, Andrew R.
author_facet da Costa, Conrado
Menshikov, Mikhail V.
Wade, Andrew R.
contents We study recurrence and transience for a particle that moves at constant velocity in the interior of an unbounded planar domain, with random reflections at the boundary governed by a Markov kernel producing outgoing angles from incoming angles. Our domains have a single unbounded direction and sublinear growth. We characterize recurrence in terms of the reflection kernel and growth rate of the domain. The results are obtained by transforming the stochastic billiards model to a Markov chain on a half-strip $\mathbb{R}_+ \!\times S$ where $S$ is a compact set. We develop the recurrence classification for such processes in the near-critical regime in which drifts of the $\mathbb{R}_+$ component are of generalized Lamperti type, and the $S$ component is asymptotically Markov; this extends earlier work that dealt with finite $S$.
format Preprint
id arxiv_https___arxiv_org_abs_2107_13976
institution arXiv
publishDate 2021
record_format arxiv
spellingShingle Stochastic billiards with Markovian reflections in generalized parabolic domains
da Costa, Conrado
Menshikov, Mikhail V.
Wade, Andrew R.
Probability
We study recurrence and transience for a particle that moves at constant velocity in the interior of an unbounded planar domain, with random reflections at the boundary governed by a Markov kernel producing outgoing angles from incoming angles. Our domains have a single unbounded direction and sublinear growth. We characterize recurrence in terms of the reflection kernel and growth rate of the domain. The results are obtained by transforming the stochastic billiards model to a Markov chain on a half-strip $\mathbb{R}_+ \!\times S$ where $S$ is a compact set. We develop the recurrence classification for such processes in the near-critical regime in which drifts of the $\mathbb{R}_+$ component are of generalized Lamperti type, and the $S$ component is asymptotically Markov; this extends earlier work that dealt with finite $S$.
title Stochastic billiards with Markovian reflections in generalized parabolic domains
topic Probability
url https://arxiv.org/abs/2107.13976