Related papers: Lorentz Process with shrinking holes in a wall
We consider Brownian motions with one-sided collisions, meaning that each particle is reflected at its right neighbour. For a finite number of particles a Sch\"{u}tz-type formula is derived for the transition probability. We investigate an…
We investigate reflected random walks in the quarter plane, with particular emphasis on the time spent along the reflection boundary axes. Assuming the drift of the random walk lies within the cone, the local time converges -- without the…
For Young systems, i.e. for hyperbolic systems without/with singularities satisfying Lai-Sang Young's axioms (which imply exponential decay of correlation and the CLT) a local CLT is proven. In fact, a unified version of the local CLT is…
We perform numerical scattering experiments on a Lorentz array of disks centered on a triangular lattice with L columns and study its transmission and reflection properties. In the finite horizon case, the motion of the particles may be…
This paper considers the effect of least squares procedures for nearly unstable linear time series with strongly dependent innovations. Under a general framework and appropriate scaling, it is shown that ordinary least squares procedures…
We consider a Markov evolution of lozenge tilings of a quarter-plane and study its asymptotics at large times. One of the boundary rays serves as a reflecting wall. We observe frozen and liquid regions, prove convergence of the local…
The main result is a counterpart of the theorem of Monroe [\emph{Ann. Probability} \textbf{6} (1978) 42--56] for a geometric Brownian motion: A process is equivalent to a time change of a geometric Brownian motion if and only if it is a…
We consider Brox's model: a one-dimensional diffusion in a Brownian potential W. We show that the normalized local time process (L(t;m_(log t) + x)=t; x \in R), where m_(log t) is the bottom of the deepest valley reached by the process…
We consider a Markov-modulated Brownian motion reflected to stay in a strip [0,B]. The stationary distribution of this process is known to have a simple form under some assumptions. We provide a short probabilistic argument leading to this…
Random skew plane partitions of large size distributed according to an appropriately scaled Schur process develop limit shapes. In the present work we consider the limit of large random skew plane partitions where the inner boundary…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
It was shown recently that a Langevin process can be reflected at an energy absorbing boundary. Here, we establish that the law of this reflecting process can be characterized as the unique weak solution to a certain second order stochastic…
The dynamics of a point particle in a periodic array of spherical scatterers converges, in the limit of small scatterer size, to a random flight process, whose paths are piecewise linear curves generated by a Markov process with memory two.…
In 1996, Bertoin and Werner [5] demonstrated a functional limit theorem, characterising the windings of pla- nar isotropic stable processes around the origin for large times, thereby complementing known results for planar Brownian mo- tion.…
Fractional Brownian motion and the fractional Langevin equation are models of anomalous diffusion processes characterized by long-range power-law correlations in time. We employ large-scale computer simulations to study these models in two…
The time behaviour of microwaves undergoing partial reflection by photonic barriers was measured in the time and in the frequency domain. It was observed that unlike the duration of partial reflection by dielectric layers, the measured…
The reflection of a normally incident wideband pulse by a half-space whose permittivity and permeability obey the one-resonance Lorentz model is calculated. The results are compared with those from frequency-domain reflection analysis. In…
Consider a linear Boltzmann equation posed on the Euclidian plane with a periodic system of circular holes and for particles moving at speed 1. Assuming that the holes are absorbing -- i.e. that particles falling in a hole remain trapped…
The Robbins-Monro algorithm is a recursive, simulation-based stochastic procedure to approximate the zeros of a function that can be written as an expectation. It is known that under some technical assumptions, a Gaussian convergence can be…
We study a system of reflected Brownian motions on the positive half-line in which each particle has a drift toward the origin determined by the local times at the origin of all the particles. If this local time drift is too strong, such…