Can diffusions propagate? (Q690632)

The authors used the relativistic Ornstein-Uhlenbeck process (ROUP) to study the diffusion of relativistic particle in a fluid at equilibrium. They regard that the particles start their stochastic motion from some arbitrary point and are thermalized with the fluid. By a qualitative analysis, they observe that the ROUP exhibits short-time propagation in physical space and only displays typical diffusive behavior asymptotically. By analytic computations, they give the short-time density profile and obtain a generalized Fick's law, in which the diffusion coefficient is replaced by a time-dependent metric. These results connect relativistic diffusion with gravitational horizons and geometrical flows.