Random reflections in a high-dimensional tube

DOI10.1007/S10959-016-0703-7MaRDI QIDQ1745274zbMATH OpenOpenAlexFDO

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

overshootrandom reflectionsstopped random walkstail of the arccosine distribution

Mathematics Subject Classification ID

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

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 $3$.

Review text

The paper is a continuation of the authors paper in [Ann. Appl. Probab. 27, No. 4, 1951--1991 (2017; Zbl 1373.60080)], where Lambertian reflections in a semi-inifinte tube were introduced and studied, and the focus was on the two-dimensional case. The main results were concerned with the properties of the light ray at the exit time. The present paper is devoted to the \(d\)-dimensional case for any \(d>3\). The authors show that the exit distributions are similar in the quantitative sense for all \(d\geq 3\). Some new results are also derived, including overshoot of random walks, arccosine distribution and products of random variables having this distributions, and distributions with regular varying tails.

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• Asymptotic behaviour of Wiener-Hopf factors of a random walk
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• scientific article; zbMATH DE number 1324223 (Why is no real title available?)
• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
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• Moments of ladder heights in random walks
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• Some Properties of the Arcsine Distribution
• Stochastic billiards on general tables

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(2)

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