A limit theorem for stochastic acceleration |
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Authors: | H. Kesten G. C. Papanicolaou |
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Affiliation: | (1) Department of Mathematics, Cornell University, 14853 Ithaca, NY, USA;(2) Courant Institute of Mathematical Sciences, New York University, 10012 New York, NY, USA |
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Abstract: | We consider the motion of a particle in a weak mean zero random force fieldF, which depends on the position,x(t), and the velocity,v(t)=(t). The equation of motion is(t)=F(x(t),v(t), ), wherex(·) andv(·) take values in d,d3, and ranges over some probability space. We show, under suitable mixing and moment conditions onF, that as 0,v(t)v(t/2) converges weakly to a diffusion Markov processv(t), and 2x(t) converges weakly to, wherex=lim 2x(0). |
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