Random reflections in a high-dimensional tube

DOI10.1007/S10959-016-0703-7MaRDI QIDQ1745274zbMATHOpenAlexFDO

Authors K. Burdzy, Tvrtko Tadić

Publication date 20 April 2018

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1601.07973

zbMATH Keywords

overshootstopped random walksrandom reflectionstail of the arccosine distribution

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Renewal theory (60K05) Random dynamical systems (37H99)

Abstract: We consider light ray reflections in $n$-dimensional semi-infinite tube, for $ngeq3$, made of Lambertian material. The source of light is placed far away from the exit, and the light ray is assumed to reflect so that the distribution of the direction of the reflected light ray has the density proportional to the cosine of the angle with the normal vector. We present new results on the exit distribution from the tube, and generalizations of some theorems from an earlier article, where the dimension was limited to $n=2$ and $3$.

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• Asymptotic behaviour of Wiener-Hopf factors of a random walk
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• Deterministic approximations of random reflectors
• Knudsen gas in a finite random tube: Transport diffusion and first passage properties
• Moments of ladder heights in random walks
• Quenched invariance principle for the Knudsen stochastic billiard in a random tube
• Some Properties of the Arcsine Distribution
• Stochastic billiards on general tables

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