Available in electronic format
Available in print format
Journal of the American Mathematical Society
Journal of the American Mathematical Society
ISSN: 1088-6834(e) ISSN: 0894-0347(p)
     

The Galton board: Limit theorems and recurrence

Author(s): N. Chernov; D. Dolgopyat
Journal: J. Amer. Math. Soc. 22 (2009), 821-858.
MSC (2000): Primary 37D50
Posted: October 21, 2008
Retrieve article in: PDF

Abstract | References | Similar articles | Additional information

Abstract: We study a particle moving in $ \mathbb{R}^2$ under a constant (external) force and bouncing off a periodic array of convex domains (scatterers); the latter must satisfy a standard `finite horizon' condition to prevent `ballistic' (collision-free) motion. This model is known to physicists as the Galton board (it is also identical to a periodic Lorentz gas). Previous heuristic and experimental studies have suggested that the particle's speed $ v(t)$ should grow as $ t^{1/3}$ and its coordinate $ x(t)$ as $ t^{2/3}$. We prove these conjectures rigorously; we also find limit distributions for the rescaled velocity $ t^{-1/3} v(t)$ and position $ t^{-2/3} x(t)$. In addition, quite unexpectedly, we discover that the particle's motion is recurrent. That means that a ball dropped on an idealized Galton board will roll down, but from time to time it should bounce all the way back up (with probability one).


References:

1.
Billingsley P. Probability and measure, 3d edition. John Wiley & Sons, Inc., New York, 1995. MR 1324786 (95k:60001)

2.
Bunimovich L. A. and Sinai Ya. G. Statistical properties of Lorentz gas with periodic configuration of scatterers, Comm. Math. Phys. 78 (1980/81), 479-497. MR 606459 (82m:82007)

3.
Bunimovich L. A., Sinai Ya. G., and Chernov N. I. Statistical properties of two-dimensional hyperbolic billiards, Russ. Math. Surv. 46 (1991), 47-106. MR 1138952 (92k:58151)

4.
Chepelianskii A. D. and Shepelyansky D. L. Dynamical Turbulent Flow on the Galton Board with Friction, Phys. Rev. Lett. 87 (2001) paper 034101 (4 pages).

5.
Chernov N. Decay of correlations and dispersing billiards, J. Stat. Phys. 94 (1999), 513-556. MR 1675363 (2000j:37044)

6.
Chernov N. I. Sinai billiards under small external forces, Ann. Henri Poincare 2 (2001), 197-236. MR 1832968 (2002c:37053)

7.
Chernov N. and Dolgopyat D. Brownian Motion I, to appear in Memoirs AMS.

8.
Chernov N. and Dolgopyat D. Hyperbolic billiards and statistical physics, Proceedings ICM-2006, vol. II, 1679-1704. MR 2275665 (2007m:37094)

9.
Chernov N. I., Eyink G. L., Lebowitz J. L. and Sinai Ya. G., Steady-state electrical conduction in the periodic Lorentz gas, Comm. Math. Phys. 154 (1993), 569-601. MR 1224092 (94k:82058)

10.
Chernov N. I., Eyink G. L., Lebowitz J. L. and Sinai Ya. G., Derivation of Ohm's law in a deterministic mechanical model, Phys. Rev. Lett. 70 (1993), 2209-2212.

11.
Chernov N. and Markarian R., Chaotic Billiards, Mathematical Surveys and Monographs, 127, AMS, Providence, RI, 2006. (316 pp.) MR 2229799 (2007f:37050)

12.
Dettmann C. P. and Morriss G. P., Crisis in the periodic Lorentz gas, Phys. Rev. E. 54 (1996), 4782-4790.

13.
Dolgopyat D. On differentiability of SRB states for partially hyperbolic systems, Invent. Math. 155 (2004), 389-449. MR 2031432 (2005h:37070)

14.
Dolgopyat D. Limit theorems for partially hyperbolic systems, Trans. AMS 356 (2004), 1637-1689. MR 2034323 (2005k:37053)

15.
Dolgopyat D. Averaging and invariant measures, Mosc. Math. J. 5 (2005), no. 3, 537-576. MR 2241812 (2007i:37063)

16.
Dolgopyat D. Bouncing balls in non-linear potentials, Discrete Cont. Dynam. Syst.-A 22 (2008), 165-182. MR 2410953

17.
Dolgopyat D. Fermi acceleration, Cont. Math. 469 (2008), 149-166.

18.
Dolgopyat D., Szasz D. and Varju T. Recurrence properties of Lorentz process, Duke Math. J. 142 (2008), 241-281. MR 2401621

19.
Dolgopyat D., Szasz D. and Varju T. Limit theorems for perturbed planar Lorentz process, preprint.

20.
Durrett R. Probability: theory and examples, 2d edition. Duxbury Press, Belmont, CA, 1996. MR 1609153 (98m:60001)

21.
Galton F., Natural Inheritance, MacMillan, 1989 (facsimile available at www.galton.org).

22.
Fermi E. On the origin of cosmic radiation, Phys. Rev. 75 (1949), 1169-1174.

23.
Kozlov V. V. and Mitrofanova M. Yu. Galton Board, Reg. Chaot. Dynam. 8 (2003), 431-439. MR 2023046

24.
Krapivsky P. and Redner S., Slowly divergent drift in the field-driven Lorentz gas, Phys. Rev. E 56 (1997), 3822.

25.
Littlewood J. E., On the problem of $ n$ bodies, Comm. Sem. Math. Unvi. Lund Tome Supplementaire (1952), 143-151. MR 0054375 (14:910g)

26.
Lorentz H. A., The motion of electrons in metallic bodies, Proc. Amst. Acad. 7 (1905), 438-453.

27.
Lue A. and Brenner H. Phase flow and statistical structure of Galton-board systems, Phys. Rev. E 47 (1993) 3128-3144. MR 1377898 (96j:58103)

28.
Moran B. and Hoover W., Diffusion in a periodic Lorentz gas, J. Stat. Phys. 48 (1987), 709-726. MR 914903

29.
Oksendal B., Stochastic Differential Equations, Springer, Berlin, 2003. MR 2001996 (2004e:60102)

30.
Piasecki J. and Wajnryb E., Long-time behavior of the Lorentz electron gas in a constant, uniform electric field, J. Stat. Phys. 21 (1979), 549-559.

31.
Ravishankar K. and Triolo L., Diffusive limit of the Lorentz model with a uniform field from the Markov approximation, Markov Proc. Rel. Fields 5 (1999), 385-421. MR 1734241 (2001i:60172)

32.
Revuz D. and Yor M. Continuous martingales and Brownian motion, 3d edition. Grundlehren der Mathematischen Wissenschaften, 293, Springer-Verlag, Berlin, 1999. MR 1725357 (2000h:60050)

33.
Sinai Ya. G., Dynamical systems with elastic reflections. Ergodic properties of dispersing billiards, Russ. Math. Surv. 25 (1970), 137-189. MR 0274721 (43:481)

34.
Yamada T., Kawasaki K. Nonlinear effects in the shear viscosity of a critical mixture, Prog. Theor. Phys. 38 (1967), 1031-1051.

35.
Young L.-S., Statistical properties of dynamical systems with some hyperbolicity, Ann. Math. 147 (1998) 585-650. MR 1637655 (99h:58140)

36.
Zaslavsky, G. M. Chaos in dynamic systems, Translated from the Russian by V. I. Kisin. Harwood Academic Publishers, Chur, 1985. MR 780371 (86f:58067)


Similar Articles:

Retrieve articles in Journal of the American Mathematical Society with MSC (2000): 37D50

Retrieve articles in all Journals with MSC (2000): 37D50


Additional Information:

N. Chernov
Affiliation: Department of Mathematics, University of Alabama at Birmingham, Birmingham, Alabama 35294

D. Dolgopyat
Affiliation: Institute for Physical Science and Technology, University of Maryland, College Park, Maryland 20742

DOI: 10.1090/S0894-0347-08-00626-7
PII: S 0894-0347(08)00626-7
Received by editor(s): December 12, 2007
Posted: October 21, 2008
Copyright of article: Copyright 2008, by the authors


  AMS Website Logo Small Comments: webmaster@ams.org
© Copyright 2009, American Mathematical Society
Privacy Statement
Search the AMSPowered by Google