Billiards with Markovian reflection laws

DOI10.1214/19-EJP398zbMath1448.60175arXiv1811.02529OpenAlexW2997651482MaRDI QIDQ2285793

Clayton Barnes, Carl-Erik Gauthier, Krzysztof Burdzy

Publication date: 9 January 2020

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.02529

zbMATH Keywords

billiardsstationary distributionreflection distribution

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Markov processes (60J99)

Related Items (3)

Convergence of jump processes with stochastic intensity to Brownian motion with inert drift ⋮ Stochastic billiards with Markovian reflections in generalized parabolic domains ⋮ Knudsen Diffusivity in Random Billiards: Spectrum, Geometry, and Computation

Cites Work

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• A Gaussian oscillator
• Stationary Distributions for Jump Processes with Inert Drift
• CONVOLUTIONS OF ERLANG AND OF PASCAL DISTRIBUTIONS WITH APPLICATIONS TO RELIABILITY

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