Explicit speed of convergence of the stochastic billiard in a convex set

Ninon Fétique

Published 2019-01-09Version 1

In this paper, we are interested in the speed of convergence of the stochastic billiard evolving in a convex set K. This process can be described as follows: a particle moves at unit speed inside the set K until it hits the boundary, and is randomly reflected, independently of its position and previous velocity. We focus on convex sets in R 2 with a curvature bounded from above and below. We give an explicit coupling for both the continuous-time process and the embedded Markov chain of hitting points on the boundary, which leads to an explicit speed of convergence to equilibrium.