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arXiv · 1111.6193

Lorentz Process with shrinking holes in a wall

Peter Nandori·Domokos Szasz
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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.

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Peter Nandori, Domokos Szasz. 2011-11-26. Lorentz Process with shrinking holes in a wall. https://doi.org/10.1063/1.4717521

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