Ballistic regime for random walks in random environment with unbounded jumps and Knudsen billiards

被引:6
|
作者
Comets, Francis [1 ]
Popov, Serguei [2 ]
机构
[1] Univ Paris 07, UFR Math, F-75205 Paris 13, France
[2] Univ Campinas UNICAMP, Inst Math Stat & Sci Computat, Dept Stat, BR-13083859 Campinas, SP, Brazil
基金
巴西圣保罗研究基金会;
关键词
Cosine law; Stochastic billiard; Knudsen random walk; Random medium; Random walk in random environment; Unbounded jumps; Stationary ergodic environment; Regenerative structure; Point of view of the particle; ASYMPTOTIC-BEHAVIOR;
D O I
10.1214/11-AIHP439
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider a random walk in a stationary ergodic environment in Z, with unbounded jumps. In addition to uniform ellipticity and a bound on the tails of the possible jumps, we assume a condition of strong transience to the right which implies that there are no "traps." We prove the law of large numbers with positive speed, as well as the ergodicity of the environment seen from the particle. Then, we consider Knudsen stochastic billiard with a drift in a random tube in R-d, d >= 3, which serves as environment. The tube is infinite in the first direction, and is a stationary and ergodic process indexed by the first coordinate. A particle is moving in-straight line inside the tube, and has random bounces upon hitting the boundary, according to the following modification of the cosine reflection law: the jumps in the positive direction are always accepted while the jumps in the negative direction may be rejected. Using the results for the random walk in random environment together with an appropriate coupling, we deduce the law of large numbers for the stochastic billiard with a drift.
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页码:721 / 744
页数:24
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