首页 | 本学科首页   官方微博 | 高级检索  
     


A limit theorem for stochastic acceleration
Authors:H. Kesten  G. C. Papanicolaou
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
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)=
$$dot x$$
(t). The equation of motion is
$$ddot x$$
(t)=epsivF(x(t),v(t), ohgr), wherex(·) andv(·) take values in Ropfd,dgE3, and ohgr ranges over some probability space. We show, under suitable mixing and moment conditions onF, that as epsivrarr0,vepsiv(t)equivv(t/epsiv2) converges weakly to a diffusion Markov processv(t), and epsiv2xepsiv(t) converges weakly to
$$intlimits_0^t {v(s)ds + x} $$
, wherex=lim epsiv2xepsiv(0).
Keywords:
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号