One dimensional critical kinetic Fokker-Planck equations, Bessel and stable processes
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Publication:2223723
Abstract: We 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 for some . We prove that, under a suitable rescaling, the position process resembles a Brownian motion if , a stable process if and an integrated symmetric Bessel process if . The critical cases and require special rescaling. We recover some results of G.Lebeau and M.Puel [LP17], P.Cattiaux, E.Nasreddine and M. Puel [CNP16], and E.Barkai, E.Aghion and D. A. Kesslerwith [BAK14] with an alternative approach.
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