Random Walks Derived from Billiards

Random Walks Derived from Billiards
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源自台球的随机游走

DOI:
10.1017/cbo9780511755187.008
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发表时间:
2007
期刊:
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
影响因子:
--
通讯作者:
R. Feres
R. Feres
中科院分区:
--
文献类型:
--
作者:
R. Feres

文献摘要

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我们引入一类源自台球图的随机动力系统,我们称之为随机台球,并研究从它们获得的实线上的某些随机游走。研究了台球几何形状和随机台球的随机特性之间的相互作用。我们的主要结果涉及随机台球马尔可夫算子的谱的描述以及适当缩放下的扩散极限的特征。
We introduce a class of random dynamical systems derived from billiard maps, which we call random billiards, and study certain random walks on the real line obtained from them. The interplay between the billiard geometry and the stochastic properties of the random billiard is investigated. Our main results are concerned with the description of the spectrum of the random billiard’s Markov operator and the characteristics of diusion limits under appropriate scaling.