Weak convergence of a planar random evolution to the Wiener process
The paper continues the analysis by the author and \textit{A. F. Turbin} [Stochastic Processes Appl. 75, No. 1, 67-87 (1998; Zbl 0934.60076)] of a model of stochastic motion in \(\mathbb{R}^2\). Under the Kac condition on governing parameters \(v,\lambda\) \((v \to \infty, \lambda \to \infty, v^2 \lambda^{-1} \to c > 0)\) the distribution of the particle position process weakly converges to that of a planar Brownian motion. Here \(v\) is the (constant) absolute value of the velocity vector which changes its direction in a fixed symmetric manner at times governed by the Poisson process with rate \(\lambda\). Two alternative proofs are based on the \textit{T. G. Kurtz} method [J. Funct. Anal. 12, 55-67 (1973; Zbl 0246.47053)] which reduces weak convergence of processes to establish convergence of relevant operator semigroups.
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