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arxiv: 1111.6193 · v2 · pith:HD2CJ2R2new · submitted 2011-11-26 · 🧮 math.DS

Lorentz Process with shrinking holes in a wall

classification 🧮 math.DS
keywords processlorentzwallalmostmarkovianperiodicreflectingtime
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We ascertain the diffusively scaled limit of a periodic Lorentz process in a strip with an almost reflecting wall at the origin. Here, almost reflecting means that the wall contains a small hole waning in time. The limiting process is a quasi-reflected Brownian motion, which is Markovian but not strong Markovian. Local time results for the periodic Lorentz process, having independent interest, are also found and used.

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