Towards a unified dynamical theory of the Brownian particle in an ideal gas (Q1099898)

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Towards a unified dynamical theory of the Brownian particle in an ideal gas
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    Towards a unified dynamical theory of the Brownian particle in an ideal gas (English)
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    1987
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    We consider the trajectory \(Q^ M(t)\) of a Brownian particle of mass M in an ideal gas of identical particles of mass 1 and of density 1 in equilibrium at inverse temperature 1 (the dynamics is uniform motion plus elastic collisions with the Brownian particle). Our theory, in dimension one, describes a variety of limiting processes - containing the Wiener process and the Ornstein-Uhlenbeck process - for \(A^{-1/2} Q^{M(A)} (At)\) depending on the asymptotic behaviour of M(A). Part of the theory is hypothetical while another part relies upon known results. We also prove that, if \(A^{+\epsilon}\ll M(A)\ll A\), then \(A^{-1/2} Q^{M(A)} (At)\) converges to a Wiener process whose variance is known from papers of Sinai-Soloveichik and of the present authors.
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    Gibbs equilibrium state
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    Brownian particle
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    Wiener process
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    Ornstein- Uhlenbeck process
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