Cauchy’s formulas for random walks in bounded domains

Mazzolo Alain 1 De Mulatier Clélia 2, 3 Zoia Andrea 4

Journal of Mathematical Physics, American Institute of Physics (AIP), 2014, 55, pp.083308

Cauchy's formula was originally established for random straight paths crossing a body $B \subset \mathbb{R}^{n}$ and basically relates the average chord length through $B$ to the ratio between the volume and the surface of the body itself. The original statement was later extended in the context of transport theory so as to cover the stochastic paths of Pearson random walks with exponentially distributed flight lengths traversing a bounded domain. Some heuristic arguments suggest that Cauchy's formula may also hold true for Pearson random walks with arbitrarily distributed flight lengths. For such a broad class of stochastic processes, we rigorously derive a generalized Cauchy's formula for the average length travelled by the walkers in the body, and show that this quantity depends indeed only on the ratio between the volume and the surface, provided that some constraints are imposed on the entrance step of the walker in $B$. Similar results are obtained also for the average number of collisions performed by the walker in $B$, and an extension to absorbing media is discussed.

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  • 3. LPTMS - Laboratoire de Physique Théorique et Modèles Statistiques
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