Brownian motion with absorption in a clusterized random medium

MaRDI QIDQ1363963zbMATH OpenFDO

Authors Yu. A. Makhnovskii, Leonid V. Bogachev

Publication date 10 February 1998

Published in Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

asymptoticsBrownian motion with absorptionPoisson law

Mathematics Subject Classification ID

Brownian motion (60J65) Other physical applications of random processes (60K40)

Review text

We study the problem of Brownian motion with absorption in a microscopically inhomogeneous correlated random medium, in which spatial correlations have a selective character, resulting in the grouping of traps into clusters. We consider a very simple model, assuming these clusters to have the same stochastic structure, stochastically independent of each other, and assuming that these clusters do not interact, i.e., that they are distributed by the Poisson law [see the authors, \textit{A. M. Berezhkovskij} and \textit{S. A. Molchanov}, Phys. Rev. E 47, No. 6, 4564-4567 (1993)]. We show that in this model there is a slowdown effect in the destruction process, and we obtain asymptotics similar to the law of \textit{M. D. Donsker} and \textit{S. R. S. Varadhan} [Commun. Pure Appl. Math. 28, 525-565 (1975; Zbl 0333.60077)] for the survival probability.

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