Gravitation versus Brownian motion
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Publication:2337834
Abstract: We investigate the motion of an inert (massive) particle being impinged from below by a particle performing (reflected) Brownian motion. The velocity of the inert particle increases in proportion to the local time of collisions and decreases according to a constant downward gravitational acceleration. We study fluctuations and strong laws of the motion of the particles. We further show that the joint distribution of the velocity of the inert particle and the gap between the two particles converges in total variation distance to a stationary distribution which has an explicit product form.
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Cited in
(7)- Join-the-shortest queue diffusion limit in Halfin-Whitt regime: tail asymptotics and scaling of extrema
- Sedimentation of Brownian particles in a gravitational potential
- Join-the-shortest queue diffusion limit in Halfin-Whitt regime: sensitivity on the heavy-traffic parameter
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- Inert drift system in a viscous fluid: steady state asymptotics and exponential ergodicity
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- The inert drift atlas model
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