One dimensional critical kinetic Fokker-Planck equations, Bessel and stable processes (Q2223723)

From MaRDI portal





scientific article
Language Label Description Also known as
default for all languages
No label defined
    English
    One dimensional critical kinetic Fokker-Planck equations, Bessel and stable processes
    scientific article

      Statements

      One dimensional critical kinetic Fokker-Planck equations, Bessel and stable processes (English)
      0 references
      0 references
      0 references
      1 February 2021
      0 references
      The authors consider a particle moving in one dimension, its velocity being a reversible diffusion process, with constant diffusion coefficient, of which the invariant measure behaves like \((1 + |v|)^{-\beta}\) for some \( \beta > 0\). They prove that the position process resembles a Brownian motion if \(\beta\geq 5\), a stable process if \(\beta\in[1, 5)\) and an integrated symmetric Bessel process if \(\beta\in(0, 1)\). The main contribution is that they found another way, which is more qualitative and even more probabilistic, making use of the connections between Bessel and stable processes. It seems that this approach is more robust and may apply to other models.
      0 references
      kinetic Fokker-Planck equations
      0 references
      Brownian motion
      0 references
      Bessel process
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references