Brownian flights over a circle

The stationary radial distribution, $P(ρ)$, of the random walk with the diffusion coefficient $D$, which winds with the tangential velocity $V$ around the impenetrable disc of radius $R$ for $R\gg 1$ converges to the distribution involving the Airy function. Typical trajectories are localized in the circular strip $[R, R+ δR^{1/3}]$, where $δ$ is the constant which depends on the parameters $D$ and $V$ and is independent on $R$.

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