Ballistic regime for random walks in random environment with unbounded jumps and Knudsen billiards

Francis Comets; Serguei Popov

Annales de l'I.H.P. Probabilités et statistiques (2012)

  • Volume: 48, Issue: 3, page 721-744
  • ISSN: 0246-0203

Abstract

top
We consider a random walk in a stationary ergodic environment in , with unbounded jumps. In addition to uniform ellipticity and a bound on the tails of the possible jumps, we assume a condition of strong transience to the right which implies that there are no “traps.” We prove the law of large numbers with positive speed, as well as the ergodicity of the environment seen from the particle. Then, we consider Knudsen stochastic billiard with a drift in a random tube in d , d 3 , which serves as environment. The tube is infinite in the first direction, and is a stationary and ergodic process indexed by the first coordinate. A particle is moving in straight line inside the tube, and has random bounces upon hitting the boundary, according to the following modification of the cosine reflection law: the jumps in the positive direction are always accepted while the jumps in the negative direction may be rejected. Using the results for the random walk in random environment together with an appropriate coupling, we deduce the law of large numbers for the stochastic billiard with a drift.

How to cite

top

Comets, Francis, and Popov, Serguei. "Ballistic regime for random walks in random environment with unbounded jumps and Knudsen billiards." Annales de l'I.H.P. Probabilités et statistiques 48.3 (2012): 721-744. <http://eudml.org/doc/272065>.

@article{Comets2012,
abstract = {We consider a random walk in a stationary ergodic environment in $\mathbb \{Z\}$, with unbounded jumps. In addition to uniform ellipticity and a bound on the tails of the possible jumps, we assume a condition of strong transience to the right which implies that there are no “traps.” We prove the law of large numbers with positive speed, as well as the ergodicity of the environment seen from the particle. Then, we consider Knudsen stochastic billiard with a drift in a random tube in $\mathbb \{R\}^\{d\}$, $d\ge 3$, which serves as environment. The tube is infinite in the first direction, and is a stationary and ergodic process indexed by the first coordinate. A particle is moving in straight line inside the tube, and has random bounces upon hitting the boundary, according to the following modification of the cosine reflection law: the jumps in the positive direction are always accepted while the jumps in the negative direction may be rejected. Using the results for the random walk in random environment together with an appropriate coupling, we deduce the law of large numbers for the stochastic billiard with a drift.},
author = {Comets, Francis, Popov, Serguei},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {cosine law; stochastic billiard; Knudsen random walk; random medium; random walk in random environment; unbounded jumps; stationary ergodic environment; regenerative structure; point of view of the particle},
language = {eng},
number = {3},
pages = {721-744},
publisher = {Gauthier-Villars},
title = {Ballistic regime for random walks in random environment with unbounded jumps and Knudsen billiards},
url = {http://eudml.org/doc/272065},
volume = {48},
year = {2012},
}

TY - JOUR
AU - Comets, Francis
AU - Popov, Serguei
TI - Ballistic regime for random walks in random environment with unbounded jumps and Knudsen billiards
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2012
PB - Gauthier-Villars
VL - 48
IS - 3
SP - 721
EP - 744
AB - We consider a random walk in a stationary ergodic environment in $\mathbb {Z}$, with unbounded jumps. In addition to uniform ellipticity and a bound on the tails of the possible jumps, we assume a condition of strong transience to the right which implies that there are no “traps.” We prove the law of large numbers with positive speed, as well as the ergodicity of the environment seen from the particle. Then, we consider Knudsen stochastic billiard with a drift in a random tube in $\mathbb {R}^{d}$, $d\ge 3$, which serves as environment. The tube is infinite in the first direction, and is a stationary and ergodic process indexed by the first coordinate. A particle is moving in straight line inside the tube, and has random bounces upon hitting the boundary, according to the following modification of the cosine reflection law: the jumps in the positive direction are always accepted while the jumps in the negative direction may be rejected. Using the results for the random walk in random environment together with an appropriate coupling, we deduce the law of large numbers for the stochastic billiard with a drift.
LA - eng
KW - cosine law; stochastic billiard; Knudsen random walk; random medium; random walk in random environment; unbounded jumps; stationary ergodic environment; regenerative structure; point of view of the particle
UR - http://eudml.org/doc/272065
ER -

References

top
  1. [1] S. Alili. Asymptotic behaviour for random walks in random environments. J. Appl. Probab.36 (1999) 334–349. Zbl0946.60046
  2. [2] E. D. Andjel. A zero or one law for one-dimensional random walks in random environments. Ann. Probab.16 (1988) 722–729. Zbl0642.60022
  3. [3] E. Bolthausen and I. Goldsheid. Lingering random walks in random environment on a strip. Commun. Math. Phys.278 (2008) 253–288. Zbl1142.82007
  4. [4] J. Bremont. One-dimensional finite range random walk in random medium and invariant measure equation. Ann. Inst. Henri Poincaré Probab. Stat.45 (2009) 70–103. Zbl1171.60395
  5. [5] F. Comets, S. Popov, G. M. Schütz and M. Vachkovskaia. Billiards in a general domain with random reflections. Arch. Ration. Mech. Anal. 191 (2009) 497–537. Erratum: Arch. Ration. Mech. Anal. 193 737–738. Zbl1186.37049
  6. [6] F. Comets, S. Popov, G. M. Schütz and M. Vachkovskaia. Quenched invariance principle for Knudsen stochastic billiard in random tube. Ann. Probab.38 (2010) 1019–1061. Zbl1200.60091MR2674993
  7. [7] F. Comets, S. Popov, G. M. Schütz and M. Vachkovskaia. Knudsen gas in a finite random tube: Transport diffusion and first passage properties. J. Statist. Phys.140 (2010) 948–984. Zbl1197.82058MR2673342
  8. [8] R. Feres. Random walks derived from billiards. In Dynamics, Ergodic Theory, and Geometry 179–222. Math. Sci. Res. Inst. Publ. 54, Cambridge Univ. Press, Cambridge, 2007. Zbl1145.37009MR2369447
  9. [9] I. Goldsheid. Linear and sub-linear growth and the CLT for hitting times of a random walk in random environment on a strip. Probab. Theory Related Fields141 (2008) 471–511. Zbl1141.60070MR2391162
  10. [10] E. Key. Recurrence and transience criteria for a random walk in a random environment. Ann. Probab.12 (1984) 529–560. Zbl0545.60066MR735852
  11. [11] J. Kemeny and J. L. Snell. Finite Markov Chains. Springer-Verlag, New York, 1976. Zbl0328.60035MR410929
  12. [12] J. Ledoux. On weak lumpability of denumerable Markov chains. Statist. Probab. Lett.25 (1995) 329–339. Zbl0843.60060MR1363233
  13. [13] M. Menshikov, M. Vachkovskaia and A. Wade. Asymptotic behaviour of randomly reflecting billiards in unbounded tubular domains. J. Statist. Phys.132 (2008) 1097–1133. Zbl1157.82036MR2430776
  14. [14] L. Shen. Asymptotic properties of certain anisotropic walks in random media. Ann. Appl. Probab.12 (2002) 477–510. Zbl1016.60092MR1910636
  15. [15] F. Solomon. Random walks in a random environment. Ann. Probab.3 (1975) 1–31. Zbl0305.60029MR362503
  16. [16] A.-S. Sznitman. Topics in random walks in random environment. In School and Conference on Probability Theory 203–266 (electronic). ICTP Lect. Notes XVII. Abdus Salam Int. Cent. Theoret. Phys., Trieste, 2004. Zbl1060.60102MR2198849
  17. [17] H. Thorisson. Coupling, Stationarity, and Regeneration. Springer-Verlag, New York, 2000. Zbl0949.60007MR1741181
  18. [18] O. Zeitouni. Random walks in random environment. In Lectures on Probability Theory and Statistics. Ecole d’Eté de probabilités de Saint-Flour XXXI–2001191–312. Lecture Notes in Math. 1837. Springer, Berlin, 2000. Zbl1060.60103MR2071631

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.