December 2023 Stochastic billiards with Markovian reflections in generalized parabolic domains
Conrado da Costa, Mikhail V. Menshikov, Andrew R. Wade
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Ann. Appl. Probab. 33(6B): 5459-5496 (December 2023). DOI: 10.1214/23-AAP1952

Abstract

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 sub-linear 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 R+×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 R+ component are of generalized Lamperti type, and the S component is asymptotically Markov; this extends earlier work that dealt with finite S.

Funding Statement

This work was supported by the Engineering and Physical Sciences Research Council [EP/W00657X/1].

Acknowledgments

The authors gratefully acknowledge two anonymous referees, whose constructive comments and suggestions have led to significant improvements in this paper.

Citation

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Conrado da Costa. Mikhail V. Menshikov. Andrew R. Wade. "Stochastic billiards with Markovian reflections in generalized parabolic domains." Ann. Appl. Probab. 33 (6B) 5459 - 5496, December 2023. https://doi.org/10.1214/23-AAP1952

Information

Received: 1 August 2021; Revised: 1 September 2022; Published: December 2023
First available in Project Euclid: 13 December 2023

MathSciNet: MR4677738
Digital Object Identifier: 10.1214/23-AAP1952

Subjects:
Primary: 60J05
Secondary: 60J25 , 60K35 , 60K50

Keywords: half-strip , Horn-shaped domain , Markov reflection , nonhomogeneous random walk , recurrence classification , Stochastic billiards

Rights: This research was funded, in whole or in part, by [UKRI, EP/W00657X/1]. A CC BY 4.0 license is applied to this article arising from this submission, in accordance with the grant's open access conditions.

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Vol.33 • No. 6B • December 2023
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