Relativistic Ornstein-Uhlenbeck process

DOI10.1023/B:JOSS.0000015180.16261.53zbMath0939.82015MaRDI QIDQ1285177

K. Appert

Publication date: 26 April 1999

Published in: Journal of Statistical Physics (Search for Journal in Brave)

zbMATH Keywords

Langevin equationOrnstein-Uhlenbeck processnumerical simulationsfluctuation-dissipation theoremequilibrium distributionthermodynamic irreversibilityEinstein's relativityrelativistic Fokker-Planck equationsrelativistic Kramers equationsrelativistic stochastic process

Mathematics Subject Classification ID

Other physical applications of random processes (60K40) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31) Irreversible thermodynamics, including Onsager-Machlup theory (82C35) Irreversible thermodynamics, including Onsager-Machlup theory (82B35)

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