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.
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.
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Cited in
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