학술논문

Brownian flights over a circle
Document Type
Working Paper
Source
Phys. Rev. E 102, 012124 (2020)
Subject
Mathematics - Probability
Condensed Matter - Statistical Mechanics
Language
Abstract
The stationary radial distribution, $P(\rho)$, of the random walk with the diffusion coefficient $D$, which winds with the tangential velocity $V$ around the impenetrable disc of radius $R$ for $R\gg 1$ converges to the distribution involving the Airy function. Typical trajectories are localized in the circular strip $[R, R+ \delta R^{1/3}]$, where $\delta$ is the constant which depends on the parameters $D$ and $V$ and is independent on $R$.
Comment: 7 pages, 1 figure