Percolation Diffusion
Journal article, 2001

Let a Brownian motion in the unit ball be absorbed if it hits a set generated by a radially symmetric Poisson point process. The point set is “fattened” by putting a ball with a constant hyperbolic radius on each point. When is the probability non-zero that the Brownian motion hits the boundary of the unit ball? That is, manage to avoid all the Poisson balls and “percolate diffusively” all the way to the boundary. We will show that if the bounded Poisson intensity at a point z is ν(d(0,z)), where d(· ,·) is the hyperbolic metric, then the Brownian motion percolates diffusively if and only if $\nu \in L^1$.

Percolation

Poisson process

Brownian motion

minimal thinness

hyperbolicgeometry

Author

Torbjörn Lundh

Department of Mathematics

University of Gothenburg

Stochastic Processes and their Applications

0304-4149 (ISSN)

Vol. 95 2 235-244

Subject Categories

Probability Theory and Statistics

DOI

10.1016/S0304-4149(01)00101-6

More information

Created

10/7/2017