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One-dimensional classical scattering processes and the diffusion limit

Published online by Cambridge University Press:  01 July 2016

Wilfrid S. Kendall  and
Mark Westcott
Wilfrid S. Kendall*
Affiliation:
University of Strathclyde
Mark Westcott*
Affiliation:
CSIRO Division of Mathematics and Statistics
*
∗Postal address: Department of Mathematics, University of Strathclyde, Livingstone Tower, 26 Richmond Street, Glasgow Gl 1XH, UK.
∗∗ Postal address: Division of Mathematics and Statistics, CSIRO PO Box 1965, Canberra City ACT 2601, Australia.
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Abstract

The method of Skorokhod embedding, that is to say of coupling to Brownian motion, is used to establish the asymptotic behaviour of one-dimensional scattering processes.

Keywords

RAYLEIGH RANDOM FLIGHTSCONGLOMERATIONBROWNIAN MOTIONDIFFUSION CONSTANTSKOROKHOD EMBEDDINGCOUPLINGPROBABILISTIC AVERAGINGLOCAL TIME

Information

Type
Research Article
Information
Advances in Applied Probability , Volume 19 , Issue 1 , March 1987 , pp. 81 - 105
Copyright
Copyright © Applied Probability Trust 1987 

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